+1,006.9%
MS vs BUD
+201.1%
+805.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -0.3% | -5.7% | +5.4% | +2.8% |
| 3M | +0.3% | +3.1% | -2.8% | -2.0% |
| 6M | +31.3% | +7.9% | +23.5% | +24.5% |
| YTD | +24.7% | +27.3% | -2.7% | +7.2% |
| 1Y | +47.9% | +37.8% | +10.1% | +21.1% |
| 3Y | +178.3% | +49.8% | +128.5% | +109.4% |
| 5Y | +144.9% | +43.8% | +101.1% | +84.1% |
| 10Y | +804.5% | -22.6% | +827.2% | +805.0% |
| All | +1,006.9% | +201.1% | +805.8% | +323.5% |
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 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