-7.9%
BROS vs MAS
+54.0%
-61.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.4% |
| 7D | -21.2% | +2.4% | -23.6% | -21.9% |
| 30D | -11.6% | +19.8% | -31.4% | -20.0% |
| 3M | -36.7% | +9.8% | -46.5% | -39.9% |
| 6M | -42.8% | +15.8% | -58.6% | -47.9% |
| YTD | -44.8% | +31.8% | -76.7% | -54.4% |
| 1Y | -36.5% | +35.4% | -71.9% | -48.3% |
| 3Y | +27.0% | +59.2% | -32.2% | -11.5% |
| 5Y | -50.3% | +41.2% | -91.6% | -65.3% |
| All | -7.9% | +54.0% | -61.9% | -33.7% |
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