-87.2%
MSTU vs BROS
-18.6%
-68.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.4% | +9.8% |
| 7D | -4.8% | +2.5% | -7.3% | -6.1% |
| 30D | -29.6% | +15.1% | -44.6% | -35.7% |
| 3M | +69.4% | -31.4% | +100.8% | +112.6% |
| 6M | -62.2% | -22.6% | -39.6% | -59.7% |
| YTD | -61.1% | -28.1% | -32.9% | -60.0% |
| 1Y | -87.2% | -20.3% | -66.9% | -87.3% |
| All | -87.2% | -18.6% | -68.5% | -87.3% |
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