+2,727.2%
MSFT vs BUD
+201.1%
+2,526.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +2.7% | -5.7% | +8.4% | +4.6% |
| 3M | +17.0% | +3.1% | +13.8% | +15.7% |
| 6M | +23.8% | +7.9% | +15.9% | +20.1% |
| YTD | +4.0% | +27.3% | -23.4% | -4.8% |
| 1Y | -0.8% | +37.8% | -38.6% | -11.7% |
| 3Y | +55.6% | +49.8% | +5.8% | +31.2% |
| 5Y | +72.9% | +43.8% | +29.1% | +45.5% |
| 10Y | +875.8% | -22.6% | +898.4% | +874.1% |
| All | +2,727.2% | +201.1% | +2,526.1% | +1,528.3% |
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