+19.7%
BROS vs MKTX
-59.1%
+78.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -5.8% | -0.2% | -5.5% | -5.7% |
| 30D | -14.0% | +0.7% | -14.7% | -14.1% |
| 3M | -32.5% | +40.8% | -73.3% | -37.9% |
| 6M | -14.9% | -8.0% | -6.9% | -13.7% |
| YTD | -28.3% | -8.7% | -19.6% | -27.3% |
| 1Y | -34.0% | -11.8% | -22.1% | -32.6% |
| 3Y | +63.0% | -24.0% | +87.0% | +62.0% |
| All | +19.7% | -59.1% | +78.8% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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