+800.7%
MSCI vs BUD
-4.3%
+805.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +2.7% | +6.0% | -3.4% | +0.8% |
| 30D | +16.2% | +11.3% | +5.0% | +12.2% |
| 3M | +17.1% | +3.6% | +13.5% | +15.6% |
| 6M | +13.0% | +7.7% | +5.3% | +9.8% |
| YTD | +15.8% | +36.4% | -20.6% | +3.3% |
| 1Y | +15.5% | +37.8% | -22.4% | +2.6% |
| 3Y | +32.3% | +51.2% | -18.9% | +11.5% |
| 5Y | +8.2% | +53.4% | -45.2% | -10.6% |
| 10Y | +800.7% | -3.2% | +803.9% | +676.3% |
| All | +800.7% | -4.3% | +805.0% | +676.3% |
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