+140.2%
MAS vs BURL
+215.5%
-75.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.1% |
| 7D | -0.8% | -2.8% | +2.0% | -0.1% |
| 30D | -5.6% | -28.2% | +22.6% | +2.5% |
| 3M | +4.4% | -17.6% | +22.0% | +9.3% |
| 6M | +7.2% | -11.8% | +19.0% | +9.7% |
| YTD | +16.1% | -8.1% | +24.3% | +17.3% |
| 1Y | +0.1% | -12.0% | +12.1% | +1.4% |
| 3Y | +28.3% | +63.3% | -35.0% | +7.9% |
| 5Y | +30.5% | -10.8% | +41.3% | +21.7% |
| All | +140.2% | +215.5% | -75.3% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling