-6.3%
MOS vs BUD
-2.1%
-4.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.1% |
| 7D | -2.0% | +1.0% | -3.0% | -2.5% |
| 30D | +15.3% | +6.7% | +8.6% | +11.4% |
| 3M | +1.5% | +5.7% | -4.2% | -1.7% |
| 6M | -2.0% | +5.8% | -7.8% | -5.5% |
| YTD | -6.5% | +34.4% | -40.9% | -21.3% |
| 1Y | -11.1% | +33.3% | -44.3% | -24.9% |
| 3Y | -30.3% | +48.8% | -79.1% | -46.2% |
| 5Y | -33.5% | +52.5% | -86.1% | -51.5% |
| All | -6.3% | -2.1% | -4.3% | -31.0% |
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