+3,024.3%
MSCI vs BUD
+219.3%
+2,805.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.6% | -3.4% |
| 7D | +6.0% | +7.1% | -1.1% | +3.4% |
| 30D | +18.2% | +12.7% | +5.5% | +13.1% |
| 3M | +15.1% | 0.0% | +15.1% | +14.9% |
| 6M | +13.7% | +7.6% | +6.1% | +10.1% |
| YTD | +15.6% | +35.0% | -19.4% | +2.1% |
| 1Y | +16.3% | +37.6% | -21.2% | +1.9% |
| 3Y | +36.9% | +51.5% | -14.6% | +13.0% |
| 5Y | +6.3% | +50.2% | -43.9% | -13.1% |
| 10Y | +823.0% | -7.2% | +830.2% | +747.3% |
| All | +3,024.3% | +219.3% | +2,805.0% | +1,465.6% |
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