+2,205.7%
MSI vs BUD
+201.1%
+2,004.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +6.8% | -5.7% | +12.5% | +8.7% |
| 3M | +14.3% | +3.1% | +11.2% | +12.8% |
| 6M | -1.6% | +7.9% | -9.4% | -4.6% |
| YTD | +22.8% | +27.3% | -4.5% | +12.7% |
| 1Y | -1.1% | +37.8% | -38.9% | -11.8% |
| 3Y | +70.5% | +49.8% | +20.6% | +44.6% |
| 5Y | +102.8% | +43.8% | +59.0% | +71.3% |
| 10Y | +597.4% | -22.6% | +620.0% | +602.1% |
| All | +2,205.7% | +201.1% | +2,004.6% | +930.1% |
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 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