-32.6%
MP vs BROS
-37.3%
+4.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +2.2% |
| 7D | +9.5% | +6.3% | +3.2% | +8.1% |
| 30D | -3.0% | -8.3% | +5.4% | -1.8% |
| 3M | -30.4% | -29.8% | -0.6% | -26.1% |
| 6M | -39.2% | -25.8% | -13.4% | -38.7% |
| YTD | -23.3% | -41.4% | +18.1% | -22.3% |
| 1Y | -32.6% | -35.2% | +2.5% | -26.9% |
| All | -32.6% | -37.3% | +4.7% | -26.9% |
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