+13,542.6%
MA vs BRO
+438.5%
+13,104.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.9% |
| 7D | -3.5% | -7.6% | +4.1% | +1.2% |
| 30D | +0.8% | -6.9% | +7.6% | +5.0% |
| 3M | +14.8% | +12.8% | +2.0% | +5.7% |
| 6M | +10.0% | -5.9% | +15.8% | +12.5% |
| YTD | -0.1% | -15.9% | +15.8% | +8.8% |
| 1Y | -2.2% | -28.1% | +25.9% | +16.8% |
| 3Y | +39.3% | -7.0% | +46.3% | +37.4% |
| 5Y | +66.3% | +18.0% | +48.3% | +36.2% |
| 10Y | +513.2% | +293.9% | +219.3% | +131.5% |
| All | +13,542.6% | +438.5% | +13,104.1% | +3,388.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling