-9.0%
BURL vs MSTZ
-99.4%
+90.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | +4.1% | -1.2% | +5.3% | +4.2% |
| 30D | -9.5% | +22.2% | -31.6% | -8.1% |
| 3M | -33.5% | -70.4% | +36.9% | -36.1% |
| 6M | -22.1% | -31.0% | +8.9% | -19.9% |
| YTD | -14.6% | -81.0% | +66.5% | -15.6% |
| 1Y | -8.4% | -61.2% | +52.8% | -4.5% |
| All | -9.0% | -99.4% | +90.4% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling