-47.0%
BROS vs MTB
+65.0%
-111.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -20.4% | -2.0% | -18.4% | -19.3% |
| 30D | -6.1% | +0.1% | -6.2% | -5.8% |
| 3M | -29.4% | -12.1% | -17.3% | -24.5% |
| 6M | -31.5% | +7.3% | -38.8% | -33.9% |
| YTD | -42.8% | +11.5% | -54.3% | -45.9% |
| 1Y | -37.5% | +21.3% | -58.8% | -43.1% |
| 3Y | +27.2% | +104.1% | -77.0% | -10.7% |
| 5Y | -47.0% | +61.8% | -108.8% | -57.6% |
| All | -47.0% | +65.0% | -111.9% | -57.6% |
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