+149.4%
MAR vs BRO
+17.6%
+131.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.5% | -7.3% | +6.8% | +2.1% |
| 30D | -5.4% | -6.9% | +1.4% | -3.1% |
| 3M | -15.5% | +10.7% | -26.2% | -19.3% |
| 6M | +3.0% | -2.7% | +5.7% | +2.9% |
| YTD | +8.5% | -16.3% | +24.8% | +14.9% |
| 1Y | +26.0% | -29.1% | +55.0% | +43.0% |
| 3Y | +68.6% | -7.8% | +76.4% | +65.8% |
| All | +149.4% | +17.6% | +131.8% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling