-87.2%
MSTU vs BUD
+38.4%
-125.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.1% | +7.2% | +11.0% |
| 7D | -4.8% | +3.3% | -8.2% | -4.2% |
| 30D | -29.6% | +11.8% | -41.4% | -28.1% |
| 3M | +69.4% | -1.1% | +70.5% | +66.9% |
| 6M | -62.2% | +14.9% | -77.1% | -62.0% |
| YTD | -61.1% | +32.6% | -93.7% | -56.4% |
| 1Y | -87.2% | +37.2% | -124.3% | -84.9% |
| All | -87.2% | +38.4% | -125.5% | -84.9% |
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