-20.3%
BROS vs M
+36.6%
-56.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.6% | -6.7% | -1.9% |
| 7D | +2.5% | +8.3% | -5.8% | -0.6% |
| 30D | +15.1% | +14.2% | +0.9% | +9.1% |
| 3M | -31.4% | -1.1% | -30.3% | -31.3% |
| 6M | -22.6% | +36.6% | -59.2% | -33.5% |
| YTD | -28.1% | +19.8% | -47.9% | -35.1% |
| 1Y | -20.3% | +37.2% | -57.5% | -36.1% |
| All | -20.3% | +36.6% | -56.8% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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