-35.2%
BROS vs MTB
+21.0%
-56.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.0% |
| 7D | +6.3% | +1.5% | +4.8% | +5.2% |
| 30D | -8.3% | +2.3% | -10.7% | -9.1% |
| 3M | -29.8% | -12.1% | -17.7% | -23.0% |
| 6M | -25.8% | +9.8% | -35.6% | -32.5% |
| YTD | -41.4% | +12.0% | -53.4% | -48.9% |
| 1Y | -35.2% | +22.0% | -57.2% | -51.3% |
| All | -35.2% | +21.0% | -56.2% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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