+30.0%
BROS vs MAS
+61.2%
-31.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -3.4% | -18.0% | -19.7% |
| 7D | -21.4% | +4.6% | -25.9% | -22.8% |
| 30D | -11.5% | +19.9% | -31.4% | -18.7% |
| 3M | -47.4% | +8.9% | -56.3% | -49.3% |
| 6M | -39.5% | +20.2% | -59.7% | -45.0% |
| YTD | -43.5% | +33.9% | -77.4% | -52.4% |
| 1Y | -37.8% | +34.7% | -72.4% | -47.7% |
| All | +30.0% | +61.2% | -31.3% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling