+32.9%
MOH vs BUD
+9.8%
+23.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -4.2% | -1.3% | -2.9% | -4.1% |
| 30D | -2.4% | -6.1% | +3.8% | -2.0% |
| 3M | -4.4% | -3.8% | -0.6% | -3.6% |
| 6M | +32.9% | +8.2% | +24.8% | +34.7% |
| All | +32.9% | +9.8% | +23.1% | +34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling