+893.1%
MSFT vs BUD
-10.0%
+903.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | +1.7% | +4.5% | -2.8% | +0.5% |
| 30D | +0.2% | +12.5% | -12.4% | -3.1% |
| 3M | +6.4% | 0.0% | +6.4% | +6.1% |
| 6M | +28.7% | +3.8% | +24.9% | +26.8% |
| YTD | +10.4% | +33.1% | -22.6% | +1.0% |
| 1Y | +7.6% | +35.5% | -27.9% | -2.2% |
| 3Y | +52.3% | +49.4% | +2.9% | +31.7% |
| 5Y | +64.5% | +48.0% | +16.5% | +40.4% |
| All | +893.1% | -10.0% | +903.1% | +833.4% |
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