-28.9%
MOS vs BUD
+219.3%
-248.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +2.4% |
| 7D | +22.5% | +7.1% | +15.3% | +18.6% |
| 30D | +6.6% | +12.7% | -6.0% | +0.3% |
| 3M | -3.8% | 0.0% | -3.8% | -4.1% |
| 6M | -2.2% | +7.6% | -9.8% | -6.4% |
| YTD | -4.8% | +35.0% | -39.8% | -19.3% |
| 1Y | -11.7% | +37.6% | -49.3% | -26.0% |
| 3Y | -26.5% | +51.5% | -78.0% | -42.9% |
| 5Y | -32.2% | +50.2% | -82.4% | -48.9% |
| 10Y | +10.2% | -7.2% | +17.4% | -4.8% |
| All | -28.9% | +219.3% | -248.2% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling