+124.5%
MSI vs BUD
+51.0%
+73.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | +8.3% | +1.3% | +7.0% | +8.0% |
| 30D | +18.9% | +10.0% | +8.8% | +16.0% |
| 3M | +13.2% | +1.6% | +11.6% | +12.6% |
| 6M | +38.3% | +6.5% | +31.8% | +35.5% |
| YTD | +38.9% | +34.8% | +4.0% | +27.7% |
| 1Y | +36.7% | +36.5% | +0.2% | +25.2% |
| 3Y | +76.6% | +49.0% | +27.6% | +54.6% |
| 5Y | +124.5% | +51.7% | +72.8% | +88.1% |
| All | +124.5% | +51.0% | +73.5% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling