-92.7%
MSTU vs BROS
-35.3%
-57.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.6% |
| 7D | +21.3% | -6.7% | +28.0% | +26.0% |
| 30D | +90.8% | -29.1% | +119.9% | +133.2% |
| 3M | -6.8% | -16.7% | +9.9% | -3.8% |
| 6M | -39.8% | -11.6% | -28.2% | -41.8% |
| YTD | -55.7% | -23.9% | -31.8% | -54.4% |
| 1Y | -92.7% | -34.8% | -57.9% | -92.1% |
| All | -92.7% | -35.3% | -57.4% | -92.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling