+214.8%
MAS vs BRO
+313.9%
-99.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.9% |
| 7D | +3.6% | +1.6% | +2.0% | +2.7% |
| 30D | +23.8% | +14.6% | +9.2% | +15.6% |
| 3M | +14.4% | +0.9% | +13.5% | +13.5% |
| 6M | +19.7% | +28.3% | -8.6% | +4.0% |
| YTD | +36.0% | -8.9% | +44.8% | +39.9% |
| 1Y | +40.4% | -7.5% | +47.9% | +43.1% |
| 3Y | +58.9% | +0.9% | +58.0% | +46.8% |
| 5Y | +44.5% | +18.0% | +26.5% | +17.6% |
| 10Y | +214.8% | +310.2% | -95.5% | +24.1% |
| All | +214.8% | +313.9% | -99.2% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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