+1,392.2%
MAS vs BRO
+27,561.0%
-26,168.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | -0.8% | -2.6% | +1.8% | 0.0% |
| 30D | -5.6% | +0.9% | -6.5% | -5.9% |
| 3M | +4.4% | +24.8% | -20.3% | -2.4% |
| 6M | +7.2% | -0.1% | +7.3% | +6.3% |
| YTD | +16.1% | -9.7% | +25.8% | +18.3% |
| 1Y | +0.1% | -24.5% | +24.6% | +7.2% |
| 3Y | +28.3% | -1.6% | +29.9% | +26.0% |
| 5Y | +30.5% | +25.6% | +4.9% | +18.8% |
| 10Y | +139.1% | +309.8% | -170.7% | +60.8% |
| All | +1,392.2% | +27,561.0% | -26,168.8% | +604.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling