-88.0%
MSTU vs BRO
-35.0%
-53.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -16.6% | -7.3% | -9.3% | -16.4% |
| 30D | +69.7% | -6.9% | +76.6% | +69.8% |
| 3M | -7.5% | +10.7% | -18.1% | -7.4% |
| 6M | -43.1% | -2.7% | -40.4% | -41.2% |
| YTD | -63.0% | -16.3% | -46.7% | -60.3% |
| 1Y | -93.8% | -29.1% | -64.7% | -92.9% |
| All | -88.0% | -35.0% | -53.0% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 all: compounded portfolio wealth divided by compounded BRO 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…
all analysis · Full analysis span regression · 6 months rolling