+68.6%
MA vs BRKR
-39.7%
+108.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.7% | -8.7% | +6.9% | -0.6% |
| 30D | +1.7% | -9.9% | +11.5% | +2.9% |
| 3M | +17.2% | -3.1% | +20.3% | +16.5% |
| 6M | +13.3% | +45.5% | -32.2% | +4.6% |
| YTD | +0.2% | +13.7% | -13.5% | -3.8% |
| 1Y | -2.7% | +67.4% | -70.1% | -13.6% |
| 3Y | +39.1% | -13.2% | +52.3% | +34.1% |
| All | +68.6% | -39.7% | +108.3% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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