+15.9%
MS vs BROS
-34.1%
+50.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.6% | -3.5% | +2.2% |
| 7D | +0.7% | -17.9% | +18.7% | +3.1% |
| 30D | -0.9% | -5.4% | +4.4% | -0.2% |
| 3M | -13.0% | -32.1% | +19.1% | -8.9% |
| 6M | -2.0% | -31.7% | +29.7% | -0.2% |
| YTD | +7.8% | -41.2% | +49.0% | +9.2% |
| All | +15.9% | -34.1% | +50.0% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling