+35.3%
MAS vs BUD
+46.3%
-11.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -0.8% | +0.3% | -1.0% | -0.9% |
| 30D | -5.6% | -5.7% | +0.1% | -3.5% |
| 3M | +4.4% | +3.1% | +1.3% | +2.9% |
| 6M | +7.2% | +7.9% | -0.7% | +3.6% |
| YTD | +16.1% | +27.3% | -11.2% | +5.5% |
| 1Y | +0.1% | +37.8% | -37.7% | -11.6% |
| 3Y | +28.3% | +49.8% | -21.5% | +6.1% |
| All | +35.3% | +46.3% | -11.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling