+114.2%
MS vs BROS
+10.8%
+103.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.6% | -3.5% | +2.2% |
| 7D | +0.7% | -17.9% | +18.7% | +3.3% |
| 30D | -0.9% | -5.4% | +4.4% | -0.5% |
| 3M | -13.0% | -32.1% | +19.1% | -8.6% |
| 6M | -2.0% | -31.7% | +29.7% | +2.0% |
| YTD | +7.8% | -41.2% | +49.0% | +13.9% |
| 1Y | +17.9% | -32.6% | +50.5% | +21.9% |
| 3Y | +174.8% | +32.7% | +142.1% | +153.3% |
| 5Y | +119.9% | -44.2% | +164.1% | +108.6% |
| All | +114.2% | +10.8% | +103.4% | +110.6% |
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