+205.1%
MAR vs BROS
+10.5%
+194.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.8% | -1.3% |
| 7D | +1.6% | +6.3% | -4.7% | +0.6% |
| 30D | +13.8% | -8.3% | +22.2% | +14.7% |
| 3M | +20.3% | -29.8% | +50.1% | +25.9% |
| 6M | +21.3% | -25.8% | +47.1% | +25.1% |
| YTD | +37.2% | -41.4% | +78.6% | +45.7% |
| 1Y | +48.4% | -35.2% | +83.6% | +55.2% |
| 3Y | +120.1% | +32.8% | +87.4% | +101.0% |
| 5Y | +182.1% | -42.2% | +224.2% | +165.7% |
| All | +205.1% | +10.5% | +194.6% | +188.6% |
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 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