+145.1%
MS vs BUD
+46.3%
+98.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -0.3% | -5.7% | +5.4% | +1.6% |
| 3M | +0.3% | +3.1% | -2.8% | -1.2% |
| 6M | +31.3% | +7.9% | +23.5% | +27.0% |
| YTD | +24.7% | +27.3% | -2.7% | +12.6% |
| 1Y | +47.9% | +37.8% | +10.1% | +29.2% |
| 3Y | +178.3% | +49.8% | +128.5% | +126.2% |
| All | +145.1% | +46.3% | +98.7% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling