+76.3%
MSFU vs BUD
+77.0%
-0.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.2% |
| 7D | -5.7% | +0.3% | -6.0% | -5.7% |
| 30D | +4.2% | -5.7% | +9.8% | +5.2% |
| 3M | +27.9% | +3.1% | +24.8% | +27.3% |
| 6M | +37.1% | +7.9% | +29.2% | +34.6% |
| YTD | -7.4% | +27.3% | -34.7% | -13.5% |
| 1Y | -19.6% | +37.8% | -57.4% | -26.9% |
| 3Y | +33.2% | +49.8% | -16.6% | +10.3% |
| All | +76.3% | +77.0% | -0.7% | +19.8% |
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