+662.1%
MU vs BROS
-30.1%
+692.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | +7.2% | -0.9% | +8.1% | +7.4% |
| 30D | +14.0% | -13.5% | +27.4% | +17.3% |
| 3M | +5.4% | -18.4% | +23.8% | +7.3% |
| 6M | +170.3% | -10.6% | +180.9% | +169.3% |
| YTD | +250.7% | -25.1% | +275.7% | +266.4% |
| 1Y | +662.1% | -28.6% | +690.8% | +715.8% |
| All | +662.1% | -30.1% | +692.2% | +715.8% |
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 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