+2,629.4%
MSCI vs BUD
+201.1%
+2,428.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +0.6% | -5.7% | +6.2% | +2.7% |
| 3M | -7.1% | +3.1% | -10.2% | -8.4% |
| 6M | +0.8% | +7.9% | -7.0% | -2.8% |
| YTD | +1.0% | +27.3% | -26.3% | -8.7% |
| 1Y | +4.3% | +37.8% | -33.5% | -8.7% |
| 3Y | +9.9% | +49.8% | -39.9% | -9.0% |
| 5Y | -6.8% | +43.8% | -50.6% | -22.7% |
| 10Y | +614.7% | -22.6% | +637.3% | +608.4% |
| All | +2,629.4% | +201.1% | +2,428.3% | +1,299.9% |
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