+981.4%
MU vs BROS
+10.5%
+970.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.5% | -9.0% | -3.9% |
| 7D | +12.8% | +6.3% | +6.5% | +11.3% |
| 30D | -14.9% | -8.3% | -6.5% | -13.1% |
| 3M | -18.0% | -29.8% | +11.7% | -12.1% |
| 6M | -3.1% | -25.8% | +22.7% | +1.7% |
| YTD | +172.9% | -41.4% | +214.3% | +198.7% |
| 1Y | +228.8% | -35.2% | +264.0% | +251.8% |
| 3Y | +950.8% | +32.8% | +918.1% | +873.7% |
| 5Y | +931.3% | -42.2% | +973.4% | +889.3% |
| All | +981.4% | +10.5% | +970.9% | +938.8% |
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