+147.8%
MS vs BROS
+43.3%
+104.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +1.4% | -6.7% | +8.0% | +2.3% |
| 30D | -0.3% | -29.1% | +28.8% | +4.3% |
| 3M | +0.3% | -16.7% | +17.0% | +2.0% |
| 6M | +31.3% | -11.6% | +43.0% | +31.9% |
| YTD | +24.7% | -23.9% | +48.6% | +27.6% |
| 1Y | +47.9% | -34.8% | +82.7% | +54.1% |
| 3Y | +178.3% | +62.1% | +116.3% | +149.9% |
| All | +147.8% | +43.3% | +104.4% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling