+1,809.4%
MOD vs BRO
+27,293.6%
-25,484.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | +16.1% | -5.1% | +21.2% | +17.9% |
| 30D | -38.5% | +10.4% | -48.9% | -41.4% |
| 3M | -46.8% | -0.5% | -46.4% | -47.8% |
| 6M | -61.6% | +27.1% | -88.7% | -66.2% |
| YTD | -20.5% | -10.6% | -9.9% | -21.7% |
| 1Y | -28.0% | -11.1% | -16.9% | -29.1% |
| 3Y | +134.9% | -1.0% | +135.9% | +117.4% |
| 5Y | +833.2% | +13.4% | +819.7% | +716.1% |
| 10Y | +834.8% | +292.5% | +542.3% | +436.2% |
| All | +1,809.4% | +27,293.6% | -25,484.2% | +690.6% |
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