+126.4%
MSI vs BROS
-43.7%
+170.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +7.4% | -19.0% | +26.4% | +8.8% |
| 30D | +18.7% | -7.3% | +26.0% | +18.9% |
| 3M | +14.5% | -31.2% | +45.6% | +17.3% |
| 6M | +38.1% | -33.0% | +71.2% | +40.8% |
| YTD | +38.7% | -42.4% | +81.1% | +42.8% |
| 1Y | +35.4% | -37.7% | +73.1% | +38.1% |
| 3Y | +75.1% | +28.2% | +46.9% | +58.5% |
| 5Y | +126.4% | -43.4% | +169.7% | +113.9% |
| All | +126.4% | -43.7% | +170.1% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling