+2,953.3%
MSCI vs BUD
+214.6%
+2,738.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | +2.8% | +4.5% | -1.6% | +1.2% |
| 30D | +15.4% | +12.5% | +2.9% | +10.5% |
| 3M | +13.4% | 0.0% | +13.4% | +13.2% |
| 6M | +10.9% | +3.8% | +7.1% | +8.8% |
| YTD | +13.0% | +33.1% | -20.1% | +0.3% |
| 1Y | +12.0% | +35.5% | -23.5% | -1.3% |
| 3Y | +34.1% | +49.4% | -15.3% | +11.3% |
| 5Y | +3.9% | +48.0% | -44.2% | -14.6% |
| 10Y | +802.0% | -8.6% | +810.6% | +732.5% |
| All | +2,953.3% | +214.6% | +2,738.7% | +1,438.3% |
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 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