-2.2%
MA vs BROS
-35.3%
+33.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -2.7% | -6.7% | +4.0% | -2.2% |
| 30D | +1.5% | -29.1% | +30.6% | +4.1% |
| 3M | +20.4% | -16.7% | +37.1% | +21.3% |
| 6M | +11.1% | -11.6% | +22.8% | +10.2% |
| YTD | +2.0% | -23.9% | +25.9% | +2.6% |
| 1Y | -2.2% | -34.8% | +32.6% | -1.3% |
| All | -2.2% | -35.3% | +33.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling