+601.1%
MSI vs BRO
+294.2%
+306.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.4% | -7.3% | +6.9% | +3.4% |
| 30D | -0.8% | -6.9% | +6.1% | +2.6% |
| 3M | +13.9% | +10.7% | +3.3% | +7.4% |
| 6M | +1.3% | -2.7% | +4.0% | +1.6% |
| YTD | +22.3% | -16.3% | +38.6% | +31.7% |
| 1Y | -3.9% | -29.1% | +25.2% | +12.5% |
| 3Y | +69.9% | -7.8% | +77.7% | +66.7% |
| 5Y | +103.8% | +18.7% | +85.1% | +67.9% |
| All | +601.1% | +294.2% | +306.8% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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