-4.7%
MAS vs BRO
-27.3%
+22.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.7% |
| 7D | +1.0% | -5.4% | +6.3% | +1.9% |
| 30D | -8.1% | -4.3% | -3.8% | -7.5% |
| 3M | +3.3% | +17.8% | -14.5% | +0.4% |
| 6M | +12.4% | -6.8% | +19.2% | +13.8% |
| YTD | +13.3% | -13.8% | +27.1% | +16.6% |
| 1Y | -4.7% | -27.8% | +23.1% | -1.0% |
| All | -4.7% | -27.3% | +22.6% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling