+60.3%
MAS vs BRO
+0.9%
+59.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | -0.2% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +22.4% | +11.3% | +11.1% | +19.5% |
| 3M | +14.5% | +0.7% | +13.8% | +14.0% |
| 6M | +27.1% | +32.9% | -5.8% | +18.9% |
| YTD | +35.8% | -8.8% | +44.6% | +38.1% |
| 1Y | +39.4% | -9.2% | +48.7% | +42.0% |
| 3Y | +60.3% | +0.1% | +60.2% | +68.2% |
| All | +60.3% | +0.9% | +59.4% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling