+63.0%
BROS vs MTB
+114.2%
-51.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | -5.8% | 0.0% | -5.7% | -5.8% |
| 30D | -14.0% | -4.8% | -9.2% | -11.7% |
| 3M | -32.5% | +6.0% | -38.4% | -34.8% |
| 6M | -14.9% | +19.6% | -34.5% | -23.0% |
| YTD | -28.3% | +21.5% | -49.8% | -35.8% |
| 1Y | -34.0% | +24.7% | -58.7% | -41.7% |
| 3Y | +63.0% | +108.6% | -45.6% | +6.9% |
| All | +63.0% | +114.2% | -51.2% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling