-3.8%
BROS vs M
+46.4%
-50.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -19.0% | +5.0% | -24.0% | -20.1% |
| 30D | -7.3% | +10.6% | -17.9% | -10.2% |
| 3M | -31.2% | +1.6% | -32.8% | -31.5% |
| 6M | -33.0% | +30.8% | -63.9% | -39.6% |
| YTD | -42.4% | +16.9% | -59.3% | -46.1% |
| 1Y | -37.7% | +26.3% | -64.0% | -43.4% |
| 3Y | +28.2% | +158.6% | -130.4% | -20.2% |
| 5Y | -43.4% | +2.1% | -45.4% | -53.2% |
| All | -3.8% | +46.4% | -50.2% | -22.7% |
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