+9.0%
MSFT vs BROS
-18.6%
+27.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.7% | +6.6% |
| 7D | +4.7% | +2.5% | +2.2% | +4.5% |
| 30D | +5.8% | +15.1% | -9.2% | +4.8% |
| 3M | +13.0% | -31.4% | +44.4% | +16.2% |
| 6M | +34.9% | -22.6% | +57.5% | +36.8% |
| YTD | +15.7% | -28.1% | +43.8% | +15.6% |
| 1Y | +9.0% | -20.3% | +29.2% | +8.3% |
| All | +9.0% | -18.6% | +27.6% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling