+130.9%
MSI vs BROS
+10.5%
+120.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | -0.3% |
| 7D | +3.2% | +6.3% | -3.1% | +2.8% |
| 30D | +17.6% | -8.3% | +25.9% | +17.8% |
| 3M | +14.5% | -29.8% | +44.3% | +16.9% |
| 6M | +34.3% | -25.8% | +60.1% | +35.4% |
| YTD | +39.7% | -41.4% | +81.1% | +43.1% |
| 1Y | +40.2% | -35.2% | +75.3% | +42.1% |
| 3Y | +77.1% | +32.8% | +44.4% | +63.3% |
| 5Y | +124.0% | -42.2% | +166.2% | +110.7% |
| All | +130.9% | +10.5% | +120.4% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling