+907.5%
MU vs BROS
+8.6%
+898.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | -15.2% | -19.0% | +3.8% | -11.1% |
| 30D | -29.5% | -7.3% | -22.3% | -28.2% |
| 3M | -15.8% | -31.2% | +15.4% | -9.2% |
| 6M | -2.9% | -33.0% | +30.2% | +4.1% |
| YTD | +154.2% | -42.4% | +196.6% | +179.6% |
| 1Y | +186.6% | -37.7% | +224.3% | +209.6% |
| 3Y | +871.5% | +28.2% | +843.3% | +806.9% |
| 5Y | +911.7% | -43.4% | +955.0% | +874.6% |
| All | +907.5% | +8.6% | +898.9% | +872.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling