+5,528.0%
MS vs BRO
+15,430.5%
-9,902.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.2% |
| 7D | +5.1% | -0.3% | +5.3% | +5.2% |
| 30D | +5.7% | +11.3% | -5.6% | -0.9% |
| 3M | -12.2% | +0.7% | -12.9% | -13.7% |
| 6M | -0.5% | +32.9% | -33.4% | -17.3% |
| YTD | +9.8% | -8.8% | +18.7% | +10.2% |
| 1Y | +17.7% | -9.2% | +27.0% | +18.2% |
| 3Y | +176.8% | +0.1% | +176.8% | +155.6% |
| 5Y | +123.7% | +15.6% | +108.1% | +86.1% |
| 10Y | +556.3% | +300.2% | +256.1% | +183.4% |
| All | +5,528.0% | +15,430.5% | -9,902.5% | +1,234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling