+67.9%
MSFT vs BROS
-43.7%
+111.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.9% |
| 7D | +2.3% | -19.0% | +21.4% | +5.1% |
| 30D | -0.4% | -7.3% | +6.9% | +0.3% |
| 3M | +5.6% | -31.2% | +36.7% | +10.6% |
| 6M | +29.0% | -33.0% | +62.0% | +34.7% |
| YTD | +10.9% | -42.4% | +53.3% | +17.6% |
| 1Y | +6.2% | -37.7% | +44.0% | +11.0% |
| 3Y | +47.6% | +28.2% | +19.4% | +29.7% |
| 5Y | +67.9% | -43.4% | +111.3% | +59.2% |
| All | +67.9% | -43.7% | +111.7% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling