+104.6%
MSI vs BRO
+17.6%
+86.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.4% | -7.3% | +6.9% | +2.7% |
| 30D | -0.8% | -6.9% | +6.1% | +2.1% |
| 3M | +13.9% | +10.7% | +3.3% | +8.5% |
| 6M | +1.3% | -2.7% | +4.0% | +1.6% |
| YTD | +22.3% | -16.3% | +38.6% | +30.3% |
| 1Y | -3.9% | -29.1% | +25.2% | +10.1% |
| 3Y | +69.9% | -7.8% | +77.7% | +65.4% |
| All | +104.6% | +17.6% | +86.9% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling