+15.8%
MAS vs BRO
+25.0%
-9.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.6% |
| 7D | +2.4% | +3.6% | -1.3% | +1.3% |
| 30D | +19.8% | +17.1% | +2.7% | +15.5% |
| 3M | +9.8% | +1.8% | +8.0% | +8.6% |
| 6M | +15.8% | +28.5% | -12.7% | +10.8% |
| All | +15.8% | +25.0% | -9.2% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling