+142.6%
MAR vs BROS
+43.3%
+99.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -4.2% | -6.7% | +2.5% | -3.2% |
| 30D | -6.7% | -29.1% | +22.4% | -2.2% |
| 3M | -12.5% | -16.7% | +4.2% | -10.7% |
| 6M | +0.6% | -11.6% | +12.2% | +1.4% |
| YTD | +9.1% | -23.9% | +33.0% | +12.1% |
| 1Y | +26.2% | -34.8% | +61.0% | +32.1% |
| 3Y | +68.2% | +62.1% | +6.1% | +49.7% |
| All | +142.6% | +43.3% | +99.3% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling