+26.9%
MKSI vs BRO
-4.7%
+31.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.7% | -10.0% | -8.6% |
| 7D | -18.2% | +9.9% | -28.1% | -9.4% |
| 30D | -37.2% | +22.3% | -59.5% | -21.5% |
| 3M | -43.5% | +5.3% | -48.8% | -38.3% |
| 6M | -38.4% | +30.3% | -68.8% | -18.3% |
| YTD | +10.9% | -5.7% | +16.7% | +21.0% |
| 1Y | +26.9% | -3.5% | +30.4% | +45.4% |
| All | +26.9% | -4.7% | +31.6% | +45.4% |
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