+1,027.2%
MU vs BROS
+7.7%
+1,019.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.8% | +12.7% | +12.1% |
| 7D | +2.0% | -20.4% | +22.4% | +7.3% |
| 30D | -18.0% | -6.1% | -11.9% | -16.6% |
| 3M | -6.6% | -29.4% | +22.8% | +0.2% |
| 6M | +2.0% | -31.5% | +33.6% | +8.9% |
| YTD | +184.5% | -42.8% | +227.3% | +213.3% |
| 1Y | +236.9% | -37.5% | +274.4% | +263.6% |
| 3Y | +987.0% | +27.2% | +959.8% | +916.2% |
| 5Y | +1,014.6% | -47.0% | +1,061.6% | +974.2% |
| All | +1,027.2% | +7.7% | +1,019.5% | +989.6% |
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 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