+76.3%
MSFU vs BROS
+35.0%
+41.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.3% |
| 7D | -5.7% | -6.7% | +1.0% | -4.4% |
| 30D | +4.2% | -29.1% | +33.2% | +11.2% |
| 3M | +27.9% | -16.7% | +44.6% | +31.4% |
| 6M | +37.1% | -11.6% | +48.7% | +37.9% |
| YTD | -7.4% | -23.9% | +16.5% | -3.9% |
| 1Y | -19.6% | -34.8% | +15.2% | -14.1% |
| 3Y | +33.2% | +62.1% | -28.9% | +7.7% |
| All | +76.3% | +35.0% | +41.3% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling