+32.8%
BROS vs M
+158.0%
-125.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +6.1% |
| 7D | +6.3% | +7.0% | -0.7% | +4.3% |
| 30D | -8.3% | +8.9% | -17.3% | -10.1% |
| 3M | -29.8% | +4.5% | -34.3% | -30.5% |
| 6M | -25.8% | +36.2% | -62.0% | -31.9% |
| YTD | -41.4% | +15.1% | -56.5% | -44.0% |
| 1Y | -35.2% | +27.4% | -62.6% | -39.6% |
| 3Y | +32.8% | +160.1% | -127.4% | -0.4% |
| All | +32.8% | +158.0% | -125.2% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling