-18.8%
MSFU vs BRO
-27.7%
+8.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -1.8% | -7.3% | +5.5% | -0.5% |
| 30D | +0.5% | -6.9% | +7.3% | +1.7% |
| 3M | +51.9% | +10.7% | +41.2% | +45.7% |
| 6M | +35.0% | -2.7% | +37.6% | +29.2% |
| YTD | -9.0% | -16.3% | +7.3% | -14.2% |
| 1Y | -18.8% | -29.1% | +10.3% | -26.0% |
| All | -18.8% | -27.7% | +8.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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