-92.0%
MSTU vs BUD
+35.1%
-127.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.3% | -12.6% | -12.9% |
| 7D | -23.0% | -1.6% | -21.4% | -22.8% |
| 30D | -47.7% | +6.7% | -54.3% | -48.9% |
| 3M | +12.5% | +5.9% | +6.6% | +10.1% |
| 6M | -76.1% | +5.1% | -81.1% | -76.8% |
| YTD | -75.5% | +32.9% | -108.4% | -79.2% |
| 1Y | -90.1% | +31.8% | -121.9% | -91.5% |
| All | -92.0% | +35.1% | -127.1% | -91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling