+719.8%
MU vs BROS
-35.3%
+755.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +6.0% |
| 7D | +9.0% | -6.7% | +15.6% | +10.4% |
| 30D | +13.8% | -29.1% | +42.9% | +20.9% |
| 3M | +2.1% | -16.7% | +18.8% | +3.4% |
| 6M | +153.8% | -11.6% | +165.4% | +154.4% |
| YTD | +256.4% | -23.9% | +280.3% | +268.6% |
| 1Y | +719.8% | -34.8% | +754.5% | +739.2% |
| All | +719.8% | -35.3% | +755.1% | +739.2% |
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