+5.7%
MSCI vs BROS
+10.8%
-5.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.8% | -0.1% |
| 7D | +1.5% | -17.9% | +19.4% | +4.0% |
| 30D | +14.4% | -5.4% | +19.8% | +14.8% |
| 3M | +15.2% | -32.1% | +47.3% | +21.1% |
| 6M | +11.2% | -31.7% | +42.9% | +15.9% |
| YTD | +13.9% | -41.2% | +55.1% | +20.5% |
| 1Y | +12.5% | -32.6% | +45.1% | +16.3% |
| 3Y | +32.3% | +32.7% | -0.4% | +14.4% |
| 5Y | +4.9% | -44.2% | +49.1% | -2.4% |
| All | +5.7% | +10.8% | -5.1% | -6.2% |
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