-11.4%
MOS vs BUD
+31.7%
-43.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | -2.6% | -1.6% | -1.0% | -1.9% |
| 30D | +13.5% | +6.7% | +6.8% | +10.9% |
| 3M | -2.9% | +5.9% | -8.8% | -5.0% |
| 6M | -1.0% | +5.1% | -6.1% | -3.1% |
| YTD | -7.2% | +32.9% | -40.1% | -20.8% |
| 1Y | -11.4% | +31.8% | -43.2% | -23.9% |
| All | -11.4% | +31.7% | -43.1% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling