-92.7%
MSTU vs BUD
+36.8%
-129.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.1% |
| 7D | +21.3% | +0.3% | +21.1% | +21.2% |
| 30D | +90.8% | -5.7% | +96.5% | +86.3% |
| 3M | -6.8% | +3.1% | -9.9% | -6.6% |
| 6M | -39.8% | +7.9% | -47.7% | -44.1% |
| YTD | -55.7% | +27.3% | -83.0% | -51.2% |
| 1Y | -92.7% | +37.8% | -130.5% | -90.7% |
| All | -92.7% | +36.8% | -129.5% | -90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling