+171.3%
MS vs BROS
+30.5%
+140.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | +0.8% | -19.0% | +19.8% | +3.8% |
| 30D | -0.7% | -7.3% | +6.6% | +0.2% |
| 3M | -12.4% | -31.2% | +18.8% | -7.8% |
| 6M | -1.7% | -33.0% | +31.3% | +2.6% |
| YTD | +8.0% | -42.4% | +50.4% | +14.8% |
| 1Y | +16.2% | -37.7% | +54.0% | +21.7% |
| 3Y | +171.3% | +28.2% | +143.1% | +160.7% |
| All | +171.3% | +30.5% | +140.8% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling