+1,531.9%
MOD vs BRO
+294.2%
+1,237.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | -2.8% | -7.3% | +4.6% | +0.1% |
| 30D | -5.1% | -6.9% | +1.7% | -2.8% |
| 3M | -30.3% | +10.7% | -40.9% | -35.6% |
| 6M | -5.6% | -2.7% | -3.0% | -8.2% |
| YTD | +41.8% | -16.3% | +58.1% | +48.3% |
| 1Y | +28.9% | -29.1% | +58.0% | +46.7% |
| 3Y | +304.1% | -7.8% | +312.0% | +268.8% |
| 5Y | +1,575.2% | +18.7% | +1,556.5% | +1,128.6% |
| All | +1,531.9% | +294.2% | +1,237.7% | +319.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling