-99.3%
MSTZ vs BUD
+35.5%
-134.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.7% |
| 7D | +31.0% | +0.5% | +30.5% | +31.1% |
| 30D | +34.0% | +7.4% | +26.6% | +36.6% |
| 3M | -67.7% | +4.3% | -72.0% | -67.2% |
| 6M | -14.9% | +5.3% | -20.2% | -13.4% |
| YTD | -79.1% | +33.2% | -112.3% | -75.6% |
| 1Y | -58.9% | +31.8% | -90.7% | -53.1% |
| All | -99.3% | +35.5% | -134.7% | -99.3% |
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