+3.3%
MSFT vs BROS
-38.0%
+41.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -6.2% | -20.4% | +14.2% | -4.7% |
| 30D | -3.7% | -6.1% | +2.4% | -3.1% |
| 3M | +3.6% | -29.4% | +33.0% | +6.3% |
| 6M | +26.8% | -31.5% | +58.3% | +29.7% |
| YTD | +8.4% | -42.8% | +51.3% | +9.4% |
| 1Y | +3.3% | -37.5% | +40.8% | +5.0% |
| All | +3.3% | -38.0% | +41.2% | +5.0% |
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