+64.6%
MAR vs BROS
+64.7%
-0.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -6.9% | -13.5% | +6.5% | -4.8% |
| 3M | -15.8% | -18.4% | +2.6% | -13.8% |
| 6M | +1.9% | -10.6% | +12.5% | +2.5% |
| YTD | +6.6% | -25.1% | +31.7% | +9.8% |
| 1Y | +23.7% | -28.6% | +52.3% | +27.8% |
| 3Y | +64.6% | +65.6% | -1.0% | +53.3% |
| All | +64.6% | +64.7% | -0.1% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling