+514.9%
MKSI vs BRO
+294.2%
+220.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +2.7% | -7.3% | +10.0% | +6.4% |
| 30D | -12.8% | -6.9% | -5.9% | -10.3% |
| 3M | -22.5% | +10.7% | -33.2% | -30.0% |
| 6M | +19.4% | -2.7% | +22.1% | +14.8% |
| YTD | +67.7% | -16.3% | +84.0% | +74.7% |
| 1Y | +131.4% | -29.1% | +160.5% | +166.8% |
| 3Y | +197.3% | -7.8% | +205.2% | +162.3% |
| 5Y | +87.0% | +18.7% | +68.2% | +26.9% |
| All | +514.9% | +294.2% | +220.7% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling