+855.4%
MU vs BROS
+25.7%
+829.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +5.8% |
| 7D | -22.0% | -21.2% | -0.8% | -16.3% |
| 30D | -36.6% | -11.6% | -25.0% | -34.1% |
| 3M | -21.7% | -36.7% | +15.0% | -11.4% |
| 6M | +3.5% | -42.8% | +46.4% | +18.3% |
| YTD | +141.9% | -44.8% | +186.8% | +177.4% |
| 1Y | +189.8% | -36.5% | +226.4% | +218.3% |
| 3Y | +855.4% | +27.0% | +828.4% | +759.1% |
| All | +855.4% | +25.7% | +829.7% | +759.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling