-41.2%
MP vs BROS
-34.1%
-7.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.6% | 0.0% | +5.3% |
| 7D | -1.6% | -17.9% | +16.4% | +1.8% |
| 30D | -18.2% | -5.4% | -12.8% | -17.6% |
| 3M | -26.1% | -32.1% | +5.9% | -21.2% |
| 6M | -44.0% | -31.7% | -12.3% | -42.0% |
| YTD | -25.3% | -41.2% | +15.9% | -24.0% |
| All | -41.2% | -34.1% | -7.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling