+83.5%
MKSI vs BROS
+35.1%
+48.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | +2.7% | -5.8% | +8.4% | +4.4% |
| 30D | -12.8% | -14.0% | +1.2% | -9.3% |
| 3M | -22.5% | -32.5% | +10.0% | -14.5% |
| 6M | +19.4% | -14.9% | +34.3% | +22.9% |
| YTD | +67.7% | -28.3% | +96.0% | +79.9% |
| 1Y | +131.4% | -34.0% | +165.4% | +152.2% |
| 3Y | +197.3% | +63.0% | +134.4% | +150.6% |
| All | +83.5% | +35.1% | +48.4% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling