-50.2%
BROS vs M
-11.5%
-38.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -0.6% |
| 7D | -21.2% | -4.3% | -17.0% | -19.6% |
| 30D | -11.6% | +1.3% | -12.8% | -11.7% |
| 3M | -36.7% | -7.4% | -29.3% | -34.8% |
| 6M | -42.8% | +18.3% | -61.2% | -46.6% |
| YTD | -44.8% | +7.6% | -52.4% | -47.0% |
| 1Y | -36.5% | +17.4% | -53.9% | -41.0% |
| 3Y | +27.0% | +108.4% | -81.4% | -16.1% |
| All | -50.2% | -11.5% | -38.7% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling