+42.7%
MKSI vs BROS
-18.6%
+61.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.2% |
| 7D | -10.7% | +2.5% | -13.1% | -11.2% |
| 30D | -30.5% | +15.1% | -45.6% | -33.0% |
| 3M | -39.2% | -31.4% | -7.8% | -33.0% |
| 6M | -33.0% | -22.6% | -10.4% | -29.2% |
| YTD | +22.3% | -28.1% | +50.5% | +25.8% |
| 1Y | +42.7% | -20.3% | +63.0% | +46.3% |
| All | +42.7% | -18.6% | +61.3% | +46.3% |
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