+78.1%
MSFT vs BROS
+7.7%
+70.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -6.2% | -20.4% | +14.2% | -3.8% |
| 30D | -3.7% | -6.1% | +2.4% | -3.3% |
| 3M | +3.6% | -29.4% | +33.0% | +7.7% |
| 6M | +26.8% | -31.5% | +58.3% | +31.5% |
| YTD | +8.4% | -42.8% | +51.3% | +14.4% |
| 1Y | +3.3% | -37.5% | +40.8% | +7.4% |
| 3Y | +44.3% | +27.2% | +17.1% | +30.3% |
| 5Y | +63.3% | -47.0% | +110.3% | +54.0% |
| All | +78.1% | +7.7% | +70.4% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling