-86.8%
MSTU vs BUD
+28.5%
-115.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.9% | -8.4% |
| 7D | +16.1% | +0.8% | +15.4% | +16.0% |
| 30D | +68.7% | -4.8% | +73.5% | +70.9% |
| 3M | -11.0% | +1.4% | -12.4% | -12.4% |
| 6M | -33.4% | +9.9% | -43.2% | -37.0% |
| YTD | -59.5% | +26.3% | -85.9% | -64.9% |
| 1Y | -93.4% | +36.1% | -129.5% | -94.6% |
| All | -86.8% | +28.5% | -115.3% | -85.5% |
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