+132.7%
MSI vs BROS
+7.7%
+124.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +7.7% | -20.4% | +28.1% | +9.1% |
| 30D | +19.9% | -6.1% | +26.0% | +20.0% |
| 3M | +14.9% | -29.4% | +44.3% | +17.3% |
| 6M | +37.2% | -31.5% | +68.8% | +39.3% |
| YTD | +40.8% | -42.8% | +83.6% | +44.5% |
| 1Y | +38.1% | -37.5% | +75.6% | +40.5% |
| 3Y | +77.7% | +27.2% | +50.5% | +64.4% |
| 5Y | +129.0% | -47.0% | +176.0% | +115.8% |
| All | +132.7% | +7.7% | +124.9% | +118.1% |
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