+30.5%
MCO vs BROS
+35.1%
-4.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.5% |
| 7D | -3.8% | -5.8% | +2.0% | -3.0% |
| 30D | -0.4% | -14.0% | +13.6% | +1.6% |
| 3M | +7.7% | -32.5% | +40.2% | +13.1% |
| 6M | +7.0% | -14.9% | +21.9% | +8.2% |
| YTD | -6.4% | -28.3% | +21.9% | -3.3% |
| 1Y | -7.6% | -34.0% | +26.3% | -3.9% |
| 3Y | +43.2% | +63.0% | -19.7% | +27.3% |
| All | +30.5% | +35.1% | -4.6% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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