+27.0%
BROS vs MTB
+109.4%
-82.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -6.7% | +1.7% | -8.4% | -7.4% |
| 30D | -29.1% | -4.2% | -24.9% | -27.7% |
| 3M | -16.7% | +8.9% | -25.6% | -19.9% |
| 6M | -11.6% | +10.9% | -22.5% | -15.7% |
| YTD | -23.9% | +21.5% | -45.4% | -30.3% |
| 1Y | -34.8% | +21.9% | -56.7% | -40.3% |
| 3Y | +62.1% | +109.2% | -47.2% | +18.2% |
| All | +27.0% | +109.4% | -82.4% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling