+118.2%
MS vs BROS
+7.7%
+110.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -1.7% | -20.4% | +18.7% | +1.2% |
| 30D | +0.9% | -6.1% | +7.0% | +1.5% |
| 3M | -10.8% | -29.4% | +18.5% | -6.8% |
| 6M | +0.9% | -31.5% | +32.4% | +4.9% |
| YTD | +9.8% | -42.8% | +52.6% | +16.5% |
| 1Y | +17.1% | -37.5% | +54.6% | +22.5% |
| 3Y | +175.7% | +27.2% | +148.5% | +155.6% |
| 5Y | +125.9% | -47.0% | +172.8% | +115.0% |
| All | +118.2% | +7.7% | +110.5% | +115.4% |
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