+73.1%
MA vs BURL
-11.0%
+84.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.6% |
| 7D | -2.7% | -2.8% | +0.1% | -2.3% |
| 30D | +1.5% | -28.2% | +29.7% | +7.4% |
| 3M | +20.4% | -17.6% | +38.0% | +24.2% |
| 6M | +11.1% | -11.8% | +22.9% | +12.7% |
| YTD | +2.0% | -8.1% | +10.1% | +2.4% |
| 1Y | -2.2% | -12.0% | +9.8% | -1.4% |
| 3Y | +41.9% | +63.3% | -21.4% | +22.5% |
| All | +73.1% | -11.0% | +84.0% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling