-8.1%
BROS vs M
+42.0%
-50.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.0% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -11.2% | +7.0% | -18.2% | -13.0% |
| 3M | -33.9% | +3.1% | -37.1% | -34.6% |
| 6M | -33.5% | +33.5% | -67.0% | -40.4% |
| YTD | -44.9% | +13.4% | -58.3% | -48.0% |
| 1Y | -41.5% | +22.4% | -63.9% | -46.2% |
| 3Y | +22.4% | +150.9% | -128.4% | -22.9% |
| 5Y | -45.7% | -3.0% | -42.6% | -54.5% |
| All | -8.1% | +42.0% | -50.1% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling