+265.1%
MU vs BROS
-18.6%
+283.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.9% | -7.9% | -7.2% |
| 7D | -19.1% | +2.5% | -21.6% | -19.5% |
| 30D | -25.2% | +15.1% | -40.3% | -27.5% |
| 3M | -10.9% | -31.4% | +20.5% | -3.6% |
| 6M | +38.0% | -22.6% | +60.6% | +42.5% |
| YTD | +178.8% | -28.1% | +207.0% | +198.1% |
| 1Y | +265.1% | -20.3% | +285.4% | +281.6% |
| All | +265.1% | -18.6% | +283.8% | +281.6% |
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