+34.7%
MAS vs BURL
-5.1%
+39.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.9% |
| 7D | +4.6% | +3.5% | +1.1% | +3.9% |
| 30D | +19.9% | -9.3% | +29.2% | +21.4% |
| 3M | +8.9% | -32.1% | +41.0% | +14.6% |
| 6M | +20.2% | -19.8% | +40.0% | +23.1% |
| YTD | +33.9% | -13.2% | +47.1% | +36.9% |
| 1Y | +34.7% | -7.8% | +42.5% | +37.8% |
| All | +34.7% | -5.1% | +39.8% | +37.8% |
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