+96.2%
MA vs BROS
+10.8%
+85.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.2% | -0.3% |
| 7D | -0.3% | -17.9% | +17.6% | +1.6% |
| 30D | +11.3% | -5.4% | +16.7% | +11.6% |
| 3M | +16.7% | -32.1% | +48.7% | +21.2% |
| 6M | +32.8% | -31.7% | +64.5% | +37.0% |
| YTD | +15.6% | -41.2% | +56.8% | +20.7% |
| 1Y | +19.6% | -32.6% | +52.2% | +22.7% |
| 3Y | +72.1% | +32.7% | +39.4% | +56.5% |
| 5Y | +96.0% | -44.2% | +140.3% | +85.8% |
| All | +96.2% | +10.8% | +85.4% | +85.1% |
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