-61.2%
MSTZ vs BUD
+36.0%
-97.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.2% |
| 7D | -1.2% | +4.5% | -5.7% | -2.1% |
| 30D | +22.2% | +12.5% | +9.7% | +19.8% |
| 3M | -70.4% | 0.0% | -70.4% | -70.1% |
| 6M | -31.0% | +3.8% | -34.8% | -30.8% |
| YTD | -81.0% | +33.1% | -114.1% | -83.8% |
| 1Y | -61.2% | +35.5% | -96.7% | -67.3% |
| All | -61.2% | +36.0% | -97.1% | -67.3% |
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 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