-46.5%
BROS vs MAS
+44.5%
-91.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.2% |
| 7D | -19.0% | +3.6% | -22.6% | -20.3% |
| 30D | -7.3% | +23.8% | -31.1% | -17.9% |
| 3M | -31.2% | +14.4% | -45.6% | -36.3% |
| 6M | -33.0% | +19.7% | -52.8% | -40.3% |
| YTD | -42.4% | +36.0% | -78.3% | -53.4% |
| 1Y | -37.7% | +40.4% | -78.1% | -50.6% |
| 3Y | +28.2% | +58.9% | -30.7% | -11.4% |
| All | -46.5% | +44.5% | -91.0% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling