+16.4%
MKSI vs BROS
-17.1%
+33.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.2% |
| 7D | +4.9% | -6.1% | +10.9% | +7.0% |
| 30D | -11.0% | -12.4% | +1.4% | -7.3% |
| 3M | -17.1% | -27.9% | +10.9% | -9.6% |
| 6M | +16.4% | -16.8% | +33.2% | +15.8% |
| All | +16.4% | -17.1% | +33.5% | +15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling