+297.0%
MOD vs BRO
-7.2%
+304.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -3.9% |
| 7D | +3.6% | -7.6% | +11.2% | +1.4% |
| 30D | -2.6% | -6.9% | +4.2% | -4.3% |
| 3M | -33.1% | +12.8% | -46.0% | -32.2% |
| 6M | -7.5% | -5.9% | -1.7% | -4.9% |
| YTD | +39.3% | -15.9% | +55.2% | +44.8% |
| 1Y | +34.3% | -28.1% | +62.4% | +43.0% |
| All | +297.0% | -7.2% | +304.2% | +274.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling