-1.1%
MSI vs BROS
-35.3%
+34.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -3.7% | -6.7% | +3.0% | -3.9% |
| 30D | +6.8% | -29.1% | +35.9% | +5.3% |
| 3M | +14.3% | -16.7% | +31.0% | +12.5% |
| 6M | -1.6% | -11.6% | +10.0% | -3.2% |
| YTD | +22.8% | -23.9% | +46.7% | +21.1% |
| 1Y | -1.1% | -34.8% | +33.7% | +0.1% |
| All | -1.1% | -35.3% | +34.2% | +0.1% |
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