+27.0%
BROS vs M
+100.8%
-73.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.0% |
| 7D | -21.2% | -4.3% | -17.0% | -19.9% |
| 30D | -11.6% | +1.3% | -12.8% | -11.5% |
| 3M | -36.7% | -7.4% | -29.3% | -35.3% |
| 6M | -42.8% | +18.3% | -61.2% | -45.4% |
| YTD | -44.8% | +7.6% | -52.4% | -46.3% |
| 1Y | -36.5% | +17.4% | -53.9% | -39.5% |
| 3Y | +27.0% | +108.4% | -81.4% | -0.5% |
| All | +27.0% | +100.8% | -73.9% | -0.5% |
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