+503.0%
MA vs BRO
+294.2%
+208.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.7% | -7.3% | +5.6% | +2.6% |
| 30D | +1.7% | -6.9% | +8.5% | +5.8% |
| 3M | +17.2% | +10.7% | +6.5% | +9.4% |
| 6M | +13.3% | -2.7% | +16.0% | +13.6% |
| YTD | +0.2% | -16.3% | +16.5% | +9.3% |
| 1Y | -2.7% | -29.1% | +26.4% | +17.0% |
| 3Y | +39.1% | -7.8% | +46.9% | +36.6% |
| 5Y | +68.8% | +18.7% | +50.0% | +33.0% |
| All | +503.0% | +294.2% | +208.8% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling