+93.3%
MSFU vs BROS
-2.1%
+95.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.4% |
| 7D | +2.5% | -21.2% | +23.7% | +7.5% |
| 30D | -1.3% | -11.6% | +10.3% | +0.8% |
| 3M | +8.6% | -36.7% | +45.3% | +18.9% |
| 6M | +48.4% | -42.8% | +91.2% | +64.2% |
| YTD | +1.6% | -44.8% | +46.4% | +12.3% |
| 1Y | -5.8% | -36.5% | +30.8% | +0.5% |
| 3Y | +30.9% | +27.0% | +4.0% | +10.5% |
| All | +93.3% | -2.1% | +95.5% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling