-32.6%
MOD vs BRO
-3.8%
-28.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.2% | -25.6% | -17.8% |
| 7D | -31.3% | +12.2% | -43.5% | -23.5% |
| 30D | -46.1% | +21.3% | -67.4% | -35.7% |
| 3M | -51.1% | +4.1% | -55.2% | -48.3% |
| 6M | -62.1% | +28.9% | -90.9% | -52.8% |
| YTD | -26.2% | -6.6% | -19.6% | -15.7% |
| 1Y | -32.6% | -5.6% | -27.0% | -21.7% |
| All | -32.6% | -3.8% | -28.7% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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