-34.8%
BROS vs M
+46.1%
-80.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | -0.3% |
| 7D | -6.7% | +4.7% | -11.4% | -8.4% |
| 30D | -29.1% | -9.6% | -19.4% | -26.1% |
| 3M | -16.7% | +0.9% | -17.6% | -17.8% |
| 6M | -11.6% | +22.3% | -33.9% | -20.5% |
| YTD | -23.9% | +6.5% | -30.4% | -27.8% |
| 1Y | -34.8% | +38.8% | -73.6% | -47.9% |
| All | -34.8% | +46.1% | -80.9% | -47.9% |
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