+833.2%
MOD vs BRO
+14.1%
+819.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.5% |
| 7D | +16.1% | -5.1% | +21.2% | +16.1% |
| 30D | -38.5% | +10.4% | -48.9% | -39.1% |
| 3M | -46.8% | -0.5% | -46.4% | -46.9% |
| 6M | -61.6% | +27.1% | -88.7% | -64.1% |
| YTD | -20.5% | -10.6% | -9.9% | -17.6% |
| 1Y | -28.0% | -11.1% | -16.9% | -25.4% |
| 3Y | +134.9% | -1.0% | +135.9% | +115.1% |
| 5Y | +833.2% | +13.4% | +819.7% | +623.9% |
| All | +833.2% | +14.1% | +819.1% | +623.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling