-1.6%
MOS vs BUD
-4.3%
+2.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.4% |
| 7D | +24.8% | +6.0% | +18.8% | +21.3% |
| 30D | +22.7% | +11.3% | +11.4% | +15.9% |
| 3M | -1.2% | +3.6% | -4.8% | -3.3% |
| 6M | +5.5% | +7.7% | -2.2% | +0.8% |
| YTD | -2.0% | +36.4% | -38.3% | -18.0% |
| 1Y | -7.9% | +37.8% | -45.8% | -23.6% |
| 3Y | -25.0% | +51.2% | -76.2% | -42.5% |
| 5Y | -27.7% | +53.4% | -81.1% | -47.3% |
| 10Y | -1.6% | -3.2% | +1.6% | -28.5% |
| All | -1.6% | -4.3% | +2.7% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling