+2,322.2%
MSCI vs BRO
+584.6%
+1,737.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.5% | +0.8% | -1.0% |
| 7D | -2.1% | -5.4% | +3.3% | +1.3% |
| 30D | -1.7% | -4.3% | +2.6% | +0.8% |
| 3M | -8.2% | +17.8% | -26.0% | -17.4% |
| 6M | -2.4% | -6.8% | +4.3% | +0.7% |
| YTD | -2.8% | -13.8% | +11.0% | +4.6% |
| 1Y | -2.7% | -27.8% | +25.1% | +16.1% |
| 3Y | +7.3% | -4.7% | +12.0% | +4.1% |
| 5Y | -11.4% | +20.6% | -32.1% | -27.7% |
| 10Y | +605.8% | +293.7% | +312.1% | +173.7% |
| All | +2,322.2% | +584.6% | +1,737.6% | +496.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling