-12.0%
BURL vs MSTZ
-29.5%
+17.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.7% |
| 7D | -2.8% | -29.7% | +26.9% | -3.5% |
| 30D | -28.2% | -65.3% | +37.1% | -30.1% |
| 3M | -17.6% | -57.3% | +39.7% | -18.1% |
| 6M | -11.8% | -61.6% | +49.9% | -11.9% |
| YTD | -8.1% | -78.3% | +70.1% | -9.1% |
| 1Y | -12.0% | -30.2% | +18.3% | -4.9% |
| All | -12.0% | -29.5% | +17.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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