+1,318.5%
MAS vs BUD
+213.5%
+1,105.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.5% | +4.2% |
| 7D | +14.2% | +3.3% | +10.8% | +12.4% |
| 30D | +26.8% | +11.8% | +15.0% | +20.4% |
| 3M | +13.1% | -1.1% | +14.2% | +13.6% |
| 6M | +27.9% | +14.9% | +13.0% | +19.1% |
| YTD | +38.7% | +32.6% | +6.1% | +20.6% |
| 1Y | +40.4% | +37.2% | +3.2% | +20.2% |
| 3Y | +66.1% | +48.8% | +17.3% | +33.0% |
| 5Y | +47.4% | +50.7% | -3.3% | +14.9% |
| 10Y | +238.3% | -8.9% | +247.2% | +219.5% |
| All | +1,318.5% | +213.5% | +1,105.0% | +356.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling