+140.7%
MS vs BRO
+17.6%
+123.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -2.1% | -8.6% | +6.5% | +0.4% |
| 30D | -1.1% | -6.9% | +5.8% | +0.8% |
| 3M | +3.5% | +10.5% | -7.0% | -1.0% |
| 6M | +33.7% | -2.8% | +36.5% | +33.4% |
| YTD | +21.8% | -16.1% | +37.9% | +27.9% |
| 1Y | +41.1% | -27.6% | +68.7% | +56.7% |
| 3Y | +174.5% | -7.3% | +181.8% | +168.2% |
| 5Y | +140.7% | +19.0% | +121.7% | +94.3% |
| All | +140.7% | +17.6% | +123.0% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling