-24.4%
MOS vs BUD
+49.3%
-73.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +21.6% | +4.5% | +17.1% | +20.1% |
| 30D | +12.0% | +12.5% | -0.5% | +7.9% |
| 3M | -3.9% | 0.0% | -3.9% | -4.0% |
| 6M | -3.3% | +3.8% | -7.1% | -4.7% |
| YTD | -4.6% | +33.1% | -37.7% | -13.6% |
| 1Y | -7.0% | +35.5% | -42.5% | -16.2% |
| 3Y | -24.4% | +49.4% | -73.8% | -39.5% |
| All | -24.4% | +49.3% | -73.8% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling