+285.2%
BRO vs MOH
+264.4%
+20.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | -7.3% | +1.7% | -9.0% | -7.6% |
| 30D | -6.9% | -0.9% | -6.0% | -6.8% |
| 3M | +10.7% | +5.7% | +5.0% | +9.4% |
| 6M | -2.7% | +39.1% | -41.8% | -8.6% |
| YTD | -16.3% | +17.7% | -34.0% | -20.0% |
| 1Y | -29.1% | +8.4% | -37.5% | -31.6% |
| 3Y | -7.8% | -36.6% | +28.7% | -5.2% |
| 5Y | +18.7% | -19.1% | +37.8% | +15.9% |
| All | +285.2% | +264.4% | +20.8% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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