-4.6%
BROS vs M
+45.1%
-49.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -20.4% | -3.3% | -17.1% | -19.1% |
| 30D | -6.1% | +8.1% | -14.2% | -8.4% |
| 3M | -29.4% | +2.2% | -31.6% | -29.9% |
| 6M | -31.5% | +35.1% | -66.6% | -38.9% |
| YTD | -42.8% | +15.8% | -58.6% | -46.4% |
| 1Y | -37.5% | +25.8% | -63.3% | -43.1% |
| 3Y | +27.2% | +156.2% | -129.1% | -20.6% |
| 5Y | -47.0% | -2.4% | -44.6% | -55.9% |
| All | -4.6% | +45.1% | -49.6% | -23.1% |
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