+118.3%
MS vs BROS
+10.5%
+107.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | -0.1% |
| 7D | +5.1% | +6.3% | -1.2% | +4.1% |
| 30D | +5.7% | -8.3% | +14.0% | +6.6% |
| 3M | -12.2% | -29.8% | +17.6% | -8.2% |
| 6M | -0.5% | -25.8% | +25.3% | +2.2% |
| YTD | +9.8% | -41.4% | +51.2% | +16.1% |
| 1Y | +17.7% | -35.2% | +52.9% | +22.5% |
| 3Y | +176.8% | +32.8% | +144.1% | +155.1% |
| 5Y | +123.7% | -42.2% | +165.9% | +112.4% |
| All | +118.3% | +10.5% | +107.8% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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