-8.8%
BURL vs MSTZ
-54.6%
+45.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +4.4% |
| 7D | +7.7% | +4.3% | +3.4% | +8.0% |
| 30D | -7.1% | +30.2% | -37.3% | -6.2% |
| 3M | -30.3% | -66.9% | +36.6% | -31.4% |
| 6M | -15.5% | -26.3% | +10.8% | -12.8% |
| YTD | -11.0% | -80.1% | +69.1% | -11.8% |
| All | -8.8% | -54.6% | +45.7% | -9.9% |
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