+34.1%
MSCI vs BUD
+49.3%
-15.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | +2.8% | +4.5% | -1.6% | +2.1% |
| 30D | +15.4% | +12.5% | +2.9% | +13.4% |
| 3M | +13.4% | 0.0% | +13.4% | +13.2% |
| 6M | +10.9% | +3.8% | +7.1% | +10.0% |
| YTD | +13.0% | +33.1% | -20.1% | +7.0% |
| 1Y | +12.0% | +35.5% | -23.5% | +5.7% |
| 3Y | +34.1% | +49.4% | -15.3% | +16.7% |
| All | +34.1% | +49.3% | -15.2% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling