-18.4%
MSFU vs BROS
-30.1%
+11.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | -3.2% | -0.9% | -2.2% | -3.1% |
| 30D | -3.1% | -13.5% | +10.3% | -1.1% |
| 3M | +35.3% | -18.4% | +53.7% | +38.2% |
| 6M | +31.6% | -10.6% | +42.2% | +30.2% |
| YTD | -9.5% | -25.1% | +15.5% | -9.3% |
| 1Y | -18.4% | -28.6% | +10.2% | -19.1% |
| All | -18.4% | -30.1% | +11.7% | -19.1% |
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 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