+224.3%
MAS vs BRO
+318.3%
-94.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +5.3% |
| 7D | +3.3% | -1.0% | +4.3% | +3.8% |
| 30D | +25.5% | +13.2% | +12.3% | +17.9% |
| 3M | +11.8% | -0.1% | +11.9% | +11.4% |
| 6M | +21.3% | +26.8% | -5.4% | +6.0% |
| YTD | +37.7% | -10.0% | +47.8% | +42.6% |
| 1Y | +41.0% | -8.7% | +49.7% | +44.7% |
| 3Y | +63.0% | +1.1% | +61.9% | +50.2% |
| 5Y | +44.1% | +16.9% | +27.2% | +17.8% |
| 10Y | +224.3% | +311.3% | -87.0% | +27.0% |
| All | +224.3% | +318.3% | -94.0% | +27.0% |
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