-94.0%
MSTU vs BROS
-33.2%
-60.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.4% | -3.4% | -4.6% |
| 7D | -22.0% | -6.1% | -16.0% | -18.6% |
| 30D | +60.3% | -12.4% | +72.7% | +73.9% |
| 3M | -3.7% | -27.9% | +24.2% | +12.2% |
| 6M | -45.2% | -16.8% | -28.4% | -45.3% |
| YTD | -64.3% | -29.0% | -35.3% | -61.2% |
| 1Y | -94.0% | -33.2% | -60.8% | -92.3% |
| All | -94.0% | -33.2% | -60.9% | -92.3% |
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