+206.2%
MAR vs BROS
+3.7%
+202.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | -0.5% |
| 7D | +1.8% | -2.5% | +4.3% | +2.1% |
| 30D | +14.3% | -11.2% | +25.6% | +15.8% |
| 3M | +20.0% | -33.9% | +53.9% | +26.8% |
| 6M | +21.7% | -33.5% | +55.2% | +27.6% |
| YTD | +37.7% | -44.9% | +82.6% | +47.6% |
| 1Y | +46.8% | -41.5% | +88.3% | +55.8% |
| 3Y | +121.0% | +22.4% | +98.6% | +104.4% |
| 5Y | +183.1% | -45.7% | +228.8% | +169.2% |
| All | +206.2% | +3.7% | +202.4% | +192.5% |
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