+47.4%
MAS vs BURL
-10.9%
+58.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.7% | -2.1% | +3.6% |
| 7D | +14.2% | +10.4% | +3.8% | +11.2% |
| 30D | +26.8% | -4.9% | +31.8% | +28.4% |
| 3M | +13.1% | -29.8% | +42.9% | +23.6% |
| 6M | +27.9% | -16.5% | +44.4% | +32.8% |
| YTD | +38.7% | -10.5% | +49.2% | +40.6% |
| 1Y | +40.4% | -5.3% | +45.7% | +39.3% |
| 3Y | +66.1% | +95.1% | -29.0% | +31.8% |
| 5Y | +47.4% | -12.1% | +59.5% | +33.2% |
| All | +47.4% | -10.9% | +58.3% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling