+20.9%
MS vs BRKR
+65.8%
-44.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.9% | -8.7% | +2.4% |
| 7D | +2.6% | +2.9% | -0.2% | +2.1% |
| 30D | +2.6% | -0.1% | +2.7% | +2.2% |
| 3M | -10.1% | +26.9% | -37.0% | -13.4% |
| 6M | +4.4% | +75.6% | -71.2% | -11.9% |
| YTD | +11.7% | +35.8% | -24.1% | -0.2% |
| 1Y | +20.9% | +58.6% | -37.7% | +4.6% |
| All | +20.9% | +65.8% | -44.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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