+781.0%
MS vs BRO
+294.2%
+486.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.5% | -7.3% | +5.8% | +2.6% |
| 30D | -1.5% | -6.9% | +5.4% | +2.2% |
| 3M | +1.4% | +10.7% | -9.3% | -6.6% |
| 6M | +34.7% | -2.7% | +37.4% | +32.9% |
| YTD | +22.7% | -16.3% | +39.1% | +32.0% |
| 1Y | +40.1% | -29.1% | +69.2% | +66.6% |
| 3Y | +181.4% | -7.8% | +189.3% | +165.7% |
| 5Y | +142.6% | +18.7% | +123.9% | +76.0% |
| All | +781.0% | +294.2% | +486.7% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling