+97.1%
MA vs BROS
+8.6%
+88.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | +1.8% | -19.0% | +20.8% | +3.9% |
| 30D | +11.8% | -7.3% | +19.1% | +12.4% |
| 3M | +17.2% | -31.2% | +48.4% | +21.5% |
| 6M | +33.4% | -33.0% | +66.4% | +38.0% |
| YTD | +16.1% | -42.4% | +58.5% | +21.5% |
| 1Y | +19.9% | -37.7% | +57.7% | +24.2% |
| 3Y | +70.1% | +28.2% | +41.9% | +55.3% |
| 5Y | +89.6% | -43.4% | +133.0% | +80.0% |
| All | +97.1% | +8.6% | +88.6% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling