+141.3%
MAR vs BROS
+35.1%
+106.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | -0.5% | -5.8% | +5.2% | +0.3% |
| 30D | -5.4% | -14.0% | +8.5% | -3.4% |
| 3M | -15.5% | -32.5% | +17.0% | -11.0% |
| 6M | +3.0% | -14.9% | +17.9% | +4.4% |
| YTD | +8.5% | -28.3% | +36.8% | +12.5% |
| 1Y | +26.0% | -34.0% | +59.9% | +31.7% |
| 3Y | +68.6% | +63.0% | +5.6% | +50.1% |
| All | +141.3% | +35.1% | +106.2% | +122.9% |
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