+68.8%
MSFT vs BROS
+41.2%
+27.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.0% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | -1.0% | -13.5% | +12.4% | +0.7% |
| 3M | +20.2% | -18.4% | +38.6% | +22.5% |
| 6M | +21.3% | -10.6% | +31.9% | +21.6% |
| YTD | +2.8% | -25.1% | +27.8% | +5.2% |
| 1Y | 0.0% | -28.6% | +28.6% | +2.6% |
| 3Y | +51.2% | +65.6% | -14.3% | +32.5% |
| All | +68.8% | +41.2% | +27.7% | +51.6% |
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