+3,521.8%
MOD vs BRO
+26,306.2%
-22,784.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.3% |
| 7D | +6.3% | -5.4% | +11.7% | +8.3% |
| 30D | -1.7% | -4.3% | +2.7% | -0.5% |
| 3M | -30.1% | +17.8% | -47.9% | -35.5% |
| 6M | +2.7% | -6.8% | +9.5% | +1.8% |
| YTD | +44.1% | -13.8% | +57.9% | +46.1% |
| 1Y | +38.7% | -27.8% | +66.5% | +48.9% |
| 3Y | +309.8% | -4.7% | +314.5% | +290.7% |
| 5Y | +1,569.7% | +20.6% | +1,549.1% | +1,349.7% |
| 10Y | +1,520.5% | +293.7% | +1,226.7% | +844.9% |
| All | +3,521.8% | +26,306.2% | -22,784.4% | +1,443.4% |
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