+135.4%
MAS vs BRO
+293.5%
-158.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -0.2% |
| 7D | +1.0% | -5.4% | +6.3% | +3.7% |
| 30D | -8.1% | -4.3% | -3.8% | -6.2% |
| 3M | +3.3% | +17.8% | -14.5% | -5.9% |
| 6M | +12.4% | -6.8% | +19.2% | +14.8% |
| YTD | +13.3% | -13.8% | +27.1% | +20.1% |
| 1Y | -4.7% | -27.8% | +23.1% | +10.9% |
| 3Y | +33.0% | -4.7% | +37.6% | +26.5% |
| 5Y | +33.9% | +20.6% | +13.2% | +5.9% |
| 10Y | +135.4% | +293.7% | -158.4% | -14.4% |
| All | +135.4% | +293.5% | -158.2% | -14.4% |
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