-10.9%
MSCI vs BRO
+17.6%
-28.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | -4.7% | -8.6% | +3.9% | -0.4% |
| 30D | -2.2% | -6.9% | +4.8% | +1.3% |
| 3M | -9.7% | +10.5% | -20.2% | -14.3% |
| 6M | +0.3% | -2.8% | +3.0% | +1.0% |
| YTD | -3.5% | -16.1% | +12.7% | +4.2% |
| 1Y | -1.4% | -27.6% | +26.2% | +14.5% |
| 3Y | +6.6% | -7.3% | +13.9% | +2.7% |
| 5Y | -10.9% | +19.0% | -29.9% | -28.9% |
| All | -10.9% | +17.6% | -28.5% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling