-20.3%
BROS vs MAS
+40.8%
-61.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | -1.6% |
| 7D | +2.5% | +14.2% | -11.7% | -3.6% |
| 30D | +15.1% | +26.8% | -11.8% | +3.1% |
| 3M | -31.4% | +13.1% | -44.5% | -35.2% |
| 6M | -22.6% | +27.9% | -50.5% | -31.7% |
| YTD | -28.1% | +38.7% | -66.8% | -44.5% |
| 1Y | -20.3% | +40.4% | -60.6% | -39.2% |
| All | -20.3% | +40.8% | -61.0% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling