-65.1%
MSTZ vs BUD
+38.4%
-103.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.1% | -12.7% | -10.2% |
| 7D | +0.7% | +3.3% | -2.6% | +0.1% |
| 30D | +16.6% | +11.8% | +4.8% | +14.6% |
| 3M | -74.7% | -1.1% | -73.6% | -74.3% |
| 6M | -43.9% | +14.9% | -58.8% | -44.0% |
| YTD | -84.0% | +32.6% | -116.6% | -85.7% |
| 1Y | -65.1% | +37.2% | -102.3% | -69.8% |
| All | -65.1% | +38.4% | -103.5% | -69.8% |
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