+72.9%
MA vs BURL
+89.8%
-16.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.5% | -2.2% |
| 7D | +3.2% | +3.5% | -0.3% | +2.8% |
| 30D | +15.9% | -9.3% | +25.2% | +17.0% |
| 3M | +15.2% | -32.1% | +47.3% | +19.7% |
| 6M | +32.4% | -19.8% | +52.2% | +34.9% |
| YTD | +15.6% | -13.2% | +28.8% | +16.5% |
| 1Y | +19.3% | -7.8% | +27.1% | +19.1% |
| All | +72.9% | +89.8% | -16.9% | +63.8% |
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