+22.6%
BROS vs MTB
+107.7%
-85.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -6.6% | +1.1% | -7.7% | -7.1% |
| 30D | -12.3% | -4.6% | -7.7% | -10.5% |
| 3M | -22.2% | +6.3% | -28.5% | -24.4% |
| 6M | -14.3% | +15.6% | -29.9% | -19.7% |
| YTD | -26.6% | +20.6% | -47.1% | -32.5% |
| 1Y | -31.5% | +22.5% | -54.0% | -37.5% |
| 3Y | +62.3% | +114.4% | -52.2% | +17.3% |
| All | +22.6% | +107.7% | -85.2% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling