+542.0%
MS vs BUD
-2.1%
+544.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.3% |
| 7D | +5.1% | +1.0% | +4.1% | +4.6% |
| 30D | +5.7% | +6.7% | -1.0% | +2.4% |
| 3M | -12.2% | +5.7% | -17.9% | -14.8% |
| 6M | -0.5% | +5.8% | -6.3% | -4.1% |
| YTD | +9.8% | +34.4% | -24.6% | -6.3% |
| 1Y | +17.7% | +33.3% | -15.5% | +0.7% |
| 3Y | +176.8% | +48.8% | +128.0% | +117.6% |
| 5Y | +123.7% | +52.5% | +71.2% | +70.1% |
| All | +542.0% | -2.1% | +544.1% | +417.1% |
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