-7.9%
BROS vs MAS
+53.4%
-61.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.2% |
| 7D | -21.2% | +2.0% | -23.2% | -21.7% |
| 30D | -11.6% | +19.4% | -30.9% | -19.8% |
| 3M | -36.7% | +9.4% | -46.1% | -39.8% |
| 6M | -42.8% | +15.3% | -58.1% | -47.8% |
| YTD | -44.8% | +31.3% | -76.2% | -54.3% |
| 1Y | -36.5% | +34.9% | -71.4% | -48.2% |
| 3Y | +27.0% | +58.6% | -31.6% | -11.3% |
| 5Y | -50.3% | +40.7% | -91.0% | -65.2% |
| All | -7.9% | +53.4% | -61.3% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling