-6.3%
MSCI vs BROS
+43.3%
-49.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +0.4% | -6.7% | +7.1% | +1.3% |
| 30D | +0.6% | -29.1% | +29.6% | +5.2% |
| 3M | -7.1% | -16.7% | +9.6% | -5.4% |
| 6M | +0.8% | -11.6% | +12.4% | +1.2% |
| YTD | +1.0% | -23.9% | +24.9% | +3.4% |
| 1Y | +4.3% | -34.8% | +39.1% | +8.9% |
| 3Y | +9.9% | +62.1% | -52.1% | -7.1% |
| All | -6.3% | +43.3% | -49.6% | -19.4% |
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