-36.5%
BROS vs MAS
+32.0%
-68.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.4% |
| 7D | -21.2% | +2.0% | -23.2% | -21.4% |
| 30D | -11.6% | +19.4% | -30.9% | -17.9% |
| 3M | -36.7% | +9.4% | -46.1% | -39.0% |
| 6M | -42.8% | +15.3% | -58.1% | -46.7% |
| YTD | -44.8% | +31.3% | -76.2% | -55.7% |
| 1Y | -36.5% | +34.9% | -71.4% | -51.1% |
| All | -36.5% | +32.0% | -68.5% | -51.1% |
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