+102.2%
MO vs BROS
+43.3%
+58.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +0.3% | -6.7% | +7.0% | +0.3% |
| 30D | +0.6% | -29.1% | +29.7% | +0.6% |
| 3M | -1.0% | -16.7% | +15.7% | -0.9% |
| 6M | +4.3% | -11.6% | +16.0% | +4.4% |
| YTD | +23.3% | -23.9% | +47.2% | +23.4% |
| 1Y | +10.5% | -34.8% | +45.2% | +10.6% |
| 3Y | +96.3% | +62.1% | +34.2% | +93.7% |
| All | +102.2% | +43.3% | +58.9% | +99.2% |
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