+72.2%
MSFU vs BROS
+33.0%
+39.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | -3.2% | -0.9% | -2.2% | -3.1% |
| 30D | -3.1% | -13.5% | +10.3% | -0.3% |
| 3M | +35.3% | -18.4% | +53.7% | +39.6% |
| 6M | +31.6% | -10.6% | +42.2% | +32.0% |
| YTD | -9.5% | -25.1% | +15.5% | -5.8% |
| 1Y | -18.4% | -28.6% | +10.2% | -14.6% |
| 3Y | +26.9% | +65.6% | -38.6% | +1.8% |
| All | +72.2% | +33.0% | +39.3% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling