+19.3%
MA vs BURL
-5.1%
+24.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.5% | -2.3% |
| 7D | +3.2% | +3.5% | -0.3% | +2.9% |
| 30D | +15.9% | -9.3% | +25.2% | +16.2% |
| 3M | +15.2% | -32.1% | +47.3% | +16.9% |
| 6M | +32.4% | -19.8% | +52.2% | +33.8% |
| YTD | +15.6% | -13.2% | +28.8% | +16.8% |
| 1Y | +19.3% | -7.8% | +27.1% | +20.3% |
| All | +19.3% | -5.1% | +24.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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