+2,341.4%
MOD vs BRO
+27,829.4%
-25,488.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +2.0% | +25.9% | +27.2% |
| 7D | +40.4% | -0.3% | +40.7% | +40.6% |
| 30D | -14.0% | +11.3% | -25.3% | -18.1% |
| 3M | -33.3% | +0.7% | -34.0% | -34.7% |
| 6M | -51.4% | +32.9% | -84.3% | -57.8% |
| YTD | +1.6% | -8.8% | +10.4% | -0.3% |
| 1Y | +5.4% | -9.2% | +14.6% | +3.2% |
| 3Y | +191.0% | +0.1% | +190.9% | +168.8% |
| 5Y | +1,093.1% | +15.6% | +1,077.5% | +938.2% |
| 10Y | +1,095.2% | +300.2% | +795.1% | +582.1% |
| All | +2,341.4% | +27,829.4% | -25,488.0% | +905.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling