-18.4%
MOS vs BUD
+201.1%
-219.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.3% |
| 7D | +9.5% | +0.3% | +9.3% | +9.3% |
| 30D | +10.4% | -5.7% | +16.1% | +13.6% |
| 3M | +12.9% | +3.1% | +9.8% | +10.7% |
| 6M | +1.2% | +7.9% | -6.6% | -3.5% |
| YTD | +9.3% | +27.3% | -18.0% | -4.4% |
| 1Y | -18.0% | +37.8% | -55.8% | -31.4% |
| 3Y | -29.0% | +49.8% | -78.9% | -44.7% |
| 5Y | -9.6% | +43.8% | -53.4% | -30.5% |
| 10Y | +6.1% | -22.6% | +28.7% | +0.2% |
| All | -18.4% | +201.1% | -219.5% | -60.9% |
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 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