+77.3%
MA vs BURL
+95.5%
-18.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.7% | -3.8% | +3.1% |
| 7D | +10.2% | +10.4% | -0.2% | +9.1% |
| 30D | +19.3% | -4.9% | +24.3% | +19.8% |
| 3M | +18.0% | -29.8% | +47.7% | +22.2% |
| 6M | +33.7% | -16.5% | +50.2% | +35.6% |
| YTD | +18.6% | -10.5% | +29.1% | +19.1% |
| 1Y | +22.5% | -5.3% | +27.8% | +21.9% |
| All | +77.3% | +95.5% | -18.2% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling