+79.7%
MKSI vs BROS
+33.7%
+46.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.4% |
| 7D | +4.9% | -6.1% | +10.9% | +6.7% |
| 30D | -11.0% | -12.4% | +1.4% | -7.8% |
| 3M | -17.1% | -27.9% | +10.9% | -10.1% |
| 6M | +16.4% | -16.8% | +33.2% | +20.6% |
| YTD | +64.3% | -29.0% | +93.3% | +76.7% |
| 1Y | +137.7% | -33.2% | +170.9% | +158.3% |
| 3Y | +189.1% | +56.8% | +132.3% | +145.8% |
| All | +79.7% | +33.7% | +46.1% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling