+40.4%
MAS vs BURL
-4.6%
+44.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.7% | -2.1% | +4.3% |
| 7D | +14.2% | +10.4% | +3.8% | +12.2% |
| 30D | +26.8% | -4.9% | +31.8% | +27.4% |
| 3M | +13.1% | -29.8% | +42.9% | +18.3% |
| 6M | +27.9% | -16.5% | +44.4% | +30.2% |
| YTD | +38.7% | -10.5% | +49.2% | +41.0% |
| 1Y | +40.4% | -5.3% | +45.7% | +43.0% |
| All | +40.4% | -4.6% | +44.9% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling