-19.6%
MSFU vs BROS
-35.3%
+15.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.3% |
| 7D | -5.7% | -6.7% | +1.0% | -4.7% |
| 30D | +4.2% | -29.1% | +33.2% | +9.6% |
| 3M | +27.9% | -16.7% | +44.6% | +30.3% |
| 6M | +37.1% | -11.6% | +48.7% | +36.1% |
| YTD | -7.4% | -23.9% | +16.5% | -6.9% |
| 1Y | -19.6% | -34.8% | +15.2% | -12.6% |
| All | -19.6% | -35.3% | +15.7% | -12.6% |
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 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