+67.5%
MAS vs BURL
+95.5%
-28.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.7% | -2.1% | +3.8% |
| 7D | +14.2% | +10.4% | +3.8% | +11.5% |
| 30D | +26.8% | -4.9% | +31.8% | +28.2% |
| 3M | +13.1% | -29.8% | +42.9% | +22.5% |
| 6M | +27.9% | -16.5% | +44.4% | +32.3% |
| YTD | +38.7% | -10.5% | +49.2% | +40.4% |
| 1Y | +40.4% | -5.3% | +45.7% | +39.2% |
| All | +67.5% | +95.5% | -28.1% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling