+50.1%
MSFT vs BRO
-7.6%
+57.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -0.8% | -7.3% | +6.5% | +0.1% |
| 30D | +0.8% | -6.9% | +7.7% | +1.7% |
| 3M | +27.2% | +10.7% | +16.5% | +24.5% |
| 6M | +22.9% | -2.7% | +25.6% | +22.0% |
| YTD | +3.1% | -16.3% | +19.5% | +4.1% |
| 1Y | -0.3% | -29.1% | +28.8% | +2.9% |
| 3Y | +50.1% | -7.8% | +57.9% | +45.2% |
| All | +50.1% | -7.6% | +57.7% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling