-9.8%
MSCI vs BROS
+41.2%
-51.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.6% |
| 7D | -2.1% | -0.9% | -1.1% | -2.0% |
| 30D | -1.7% | -13.5% | +11.7% | +0.2% |
| 3M | -8.2% | -18.4% | +10.2% | -6.2% |
| 6M | -2.4% | -10.6% | +8.1% | -2.2% |
| YTD | -2.8% | -25.1% | +22.2% | -0.2% |
| 1Y | -2.7% | -28.6% | +26.0% | +0.3% |
| 3Y | +7.3% | +65.6% | -58.3% | -9.7% |
| All | -9.8% | +41.2% | -51.0% | -22.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling