+97.8%
MA vs BROS
+10.5%
+87.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | +0.6% |
| 7D | +1.3% | +6.3% | -5.0% | +0.6% |
| 30D | +9.6% | -8.3% | +18.0% | +10.3% |
| 3M | +16.8% | -29.8% | +46.6% | +20.9% |
| 6M | +35.2% | -25.8% | +61.0% | +38.2% |
| YTD | +16.6% | -41.4% | +57.9% | +21.7% |
| 1Y | +19.8% | -35.2% | +54.9% | +23.5% |
| 3Y | +70.7% | +32.8% | +37.9% | +55.2% |
| 5Y | +87.4% | -42.2% | +129.6% | +77.5% |
| All | +97.8% | +10.5% | +87.4% | +86.6% |
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