-87.5%
MSTU vs BROS
+29.3%
-116.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -3.9% |
| 7D | +12.9% | -6.6% | +19.5% | +18.2% |
| 30D | +68.3% | -12.3% | +80.7% | +85.3% |
| 3M | +0.4% | -22.2% | +22.6% | +14.6% |
| 6M | -41.5% | -14.3% | -27.2% | -39.1% |
| YTD | -61.7% | -26.6% | -35.2% | -54.1% |
| 1Y | -93.7% | -31.5% | -62.2% | -92.0% |
| All | -87.5% | +29.3% | -116.9% | -90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling