+27.0%
BROS vs M
+33.4%
-6.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | -0.2% |
| 7D | -6.7% | +4.7% | -11.4% | -8.2% |
| 30D | -29.1% | -9.6% | -19.4% | -26.4% |
| 3M | -16.7% | +0.9% | -17.6% | -17.4% |
| 6M | -11.6% | +22.3% | -33.9% | -18.3% |
| YTD | -23.9% | +6.5% | -30.4% | -26.6% |
| 1Y | -34.8% | +38.8% | -73.6% | -42.8% |
| 3Y | +62.1% | +115.9% | -53.8% | +7.6% |
| All | +27.0% | +33.4% | -6.4% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling