+157.0%
MKSI vs BROS
-35.3%
+192.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.5% | +4.1% |
| 7D | +1.8% | -6.7% | +8.5% | +3.7% |
| 30D | -16.8% | -29.1% | +12.3% | -9.0% |
| 3M | -21.1% | -16.7% | -4.4% | -17.8% |
| 6M | +10.8% | -11.6% | +22.5% | +12.5% |
| YTD | +63.3% | -23.9% | +87.2% | +69.3% |
| 1Y | +157.0% | -34.8% | +191.8% | +162.7% |
| All | +157.0% | -35.3% | +192.3% | +162.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling