+18.3%
MOD vs BRO
-27.9%
+46.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.8% |
| 7D | -3.9% | -8.6% | +4.6% | -10.1% |
| 30D | -9.6% | -6.9% | -2.7% | -13.9% |
| 3M | -30.6% | +10.5% | -41.0% | -25.3% |
| 6M | -10.9% | -2.8% | -8.2% | -5.5% |
| YTD | +34.3% | -16.1% | +50.4% | +36.7% |
| 1Y | +18.3% | -27.6% | +45.9% | +17.1% |
| All | +18.3% | -27.9% | +46.2% | +17.1% |
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 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