+70.6%
MA vs BROS
+41.2%
+29.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -1.8% | -0.9% | -0.8% | -1.7% |
| 30D | +1.4% | -13.5% | +14.9% | +3.0% |
| 3M | +17.7% | -18.4% | +36.2% | +19.7% |
| 6M | +9.7% | -10.6% | +20.2% | +9.9% |
| YTD | +0.5% | -25.1% | +25.5% | +2.5% |
| 1Y | -2.1% | -28.6% | +26.6% | +0.2% |
| 3Y | +40.1% | +65.6% | -25.5% | +24.7% |
| All | +70.6% | +41.2% | +29.4% | +57.2% |
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