+176.8%
MS vs BRO
+0.9%
+176.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.7% |
| 7D | +5.1% | -0.3% | +5.3% | +5.1% |
| 30D | +5.7% | +11.3% | -5.6% | +4.8% |
| 3M | -12.2% | +0.7% | -12.9% | -12.2% |
| 6M | -0.5% | +32.9% | -33.4% | -5.0% |
| YTD | +9.8% | -8.8% | +18.7% | +12.8% |
| 1Y | +17.7% | -9.2% | +27.0% | +21.0% |
| 3Y | +176.8% | +0.1% | +176.8% | +211.0% |
| All | +176.8% | +0.9% | +176.0% | +211.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling