+620.6%
MSCI vs BRO
+294.2%
+326.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -3.2% | -7.3% | +4.1% | +1.4% |
| 30D | -1.1% | -6.9% | +5.7% | +3.1% |
| 3M | -6.3% | +10.7% | -17.0% | -12.6% |
| 6M | +2.1% | -2.7% | +4.8% | +2.7% |
| YTD | -2.3% | -16.3% | +14.1% | +7.4% |
| 1Y | -3.9% | -29.1% | +25.2% | +16.7% |
| 3Y | +7.5% | -7.8% | +15.3% | +4.6% |
| 5Y | -9.8% | +18.7% | -28.5% | -29.2% |
| All | +620.6% | +294.2% | +326.4% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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