-91.0%
MSTU vs BUD
+38.6%
-129.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.1% | -8.4% | -7.5% |
| 7D | -21.7% | +6.0% | -27.8% | -22.9% |
| 30D | -42.8% | +11.3% | -54.0% | -44.7% |
| 3M | +21.4% | +3.6% | +17.9% | +19.7% |
| 6M | -74.1% | +7.7% | -81.8% | -75.0% |
| YTD | -72.4% | +36.4% | -108.7% | -76.7% |
| 1Y | -90.1% | +37.8% | -127.9% | -91.7% |
| All | -91.0% | +38.6% | -129.6% | -90.4% |
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 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