+73.1%
MA vs BROS
+43.3%
+29.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -2.7% | -6.7% | +4.0% | -2.0% |
| 30D | +1.5% | -29.1% | +30.6% | +5.1% |
| 3M | +20.4% | -16.7% | +37.1% | +22.2% |
| 6M | +11.1% | -11.6% | +22.8% | +11.5% |
| YTD | +2.0% | -23.9% | +25.9% | +3.8% |
| 1Y | -2.2% | -34.8% | +32.6% | +1.1% |
| 3Y | +41.9% | +62.1% | -20.2% | +26.7% |
| All | +73.1% | +43.3% | +29.7% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling