+70.8%
MSFT vs BROS
+43.3%
+27.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.8% | -2.1% |
| 7D | -2.7% | -6.7% | +4.0% | -1.9% |
| 30D | +2.7% | -29.1% | +31.8% | +6.8% |
| 3M | +17.0% | -16.7% | +33.7% | +18.9% |
| 6M | +23.8% | -11.6% | +35.4% | +24.3% |
| YTD | +4.0% | -23.9% | +27.9% | +6.2% |
| 1Y | -0.8% | -34.8% | +34.0% | +3.0% |
| 3Y | +55.6% | +62.1% | -6.5% | +36.8% |
| All | +70.8% | +43.3% | +27.5% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling