+95.3%
MA vs BROS
+3.9%
+91.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | +2.3% | -21.2% | +23.5% | +4.8% |
| 30D | +14.7% | -11.6% | +26.2% | +15.9% |
| 3M | +13.5% | -36.7% | +50.2% | +18.9% |
| 6M | +33.1% | -42.8% | +75.9% | +40.1% |
| YTD | +15.1% | -44.8% | +59.9% | +21.0% |
| 1Y | +18.7% | -36.5% | +55.3% | +22.7% |
| 3Y | +72.1% | +27.0% | +45.1% | +57.2% |
| 5Y | +92.8% | -50.3% | +143.1% | +84.3% |
| All | +95.3% | +3.9% | +91.4% | +85.6% |
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 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