+951.0%
MA vs BURL
+987.9%
-37.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.5% | -1.8% |
| 7D | +3.2% | +3.5% | -0.3% | +2.4% |
| 30D | +15.9% | -9.3% | +25.2% | +18.5% |
| 3M | +15.2% | -32.1% | +47.3% | +25.3% |
| 6M | +32.4% | -19.8% | +52.2% | +37.7% |
| YTD | +15.6% | -13.2% | +28.8% | +17.5% |
| 1Y | +19.3% | -7.8% | +27.1% | +18.8% |
| 3Y | +73.0% | +89.3% | -16.3% | +37.7% |
| 5Y | +93.7% | -15.8% | +109.6% | +82.8% |
| 10Y | +575.0% | +262.2% | +312.8% | +354.8% |
| All | +951.0% | +987.9% | -37.0% | +518.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling