+30.9%
MSFU vs BUD
+49.3%
-18.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | +2.5% | +4.5% | -2.0% | +2.6% |
| 30D | -1.3% | +12.5% | -13.8% | -1.1% |
| 3M | +8.6% | 0.0% | +8.7% | +8.4% |
| 6M | +48.4% | +3.8% | +44.6% | +48.5% |
| YTD | +1.6% | +33.1% | -31.5% | +1.3% |
| 1Y | -5.8% | +35.5% | -41.3% | -6.1% |
| 3Y | +30.9% | +49.4% | -18.5% | +26.1% |
| All | +30.9% | +49.3% | -18.4% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling