+100.7%
MSI vs BROS
+41.2%
+59.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -5.8% | -0.9% | -4.8% | -5.7% |
| 30D | -1.0% | -13.5% | +12.5% | 0.0% |
| 3M | +14.2% | -18.4% | +32.6% | +15.1% |
| 6M | +1.0% | -10.6% | +11.6% | +0.8% |
| YTD | +21.5% | -25.1% | +46.5% | +22.8% |
| 1Y | -2.1% | -28.6% | +26.5% | -0.9% |
| 3Y | +69.3% | +65.6% | +3.8% | +54.3% |
| All | +100.7% | +41.2% | +59.6% | +85.4% |
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