+977.8%
MA vs BURL
+1,021.0%
-43.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.7% | -3.8% | +2.2% |
| 7D | +10.2% | +10.4% | -0.2% | +7.7% |
| 30D | +19.3% | -4.9% | +24.3% | +20.6% |
| 3M | +18.0% | -29.8% | +47.7% | +27.3% |
| 6M | +33.7% | -16.5% | +50.2% | +37.7% |
| YTD | +18.6% | -10.5% | +29.1% | +19.7% |
| 1Y | +22.5% | -5.3% | +27.8% | +21.2% |
| 3Y | +77.4% | +95.1% | -17.7% | +40.3% |
| 5Y | +106.6% | -12.1% | +118.7% | +92.9% |
| 10Y | +592.2% | +273.2% | +319.0% | +363.2% |
| All | +977.8% | +1,021.0% | -43.1% | +529.9% |
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