+42.7%
MKSI vs BURL
-4.6%
+47.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +7.7% | -12.7% | -6.9% |
| 7D | -10.7% | +10.4% | -21.1% | -13.0% |
| 30D | -30.5% | -4.9% | -25.6% | -29.4% |
| 3M | -39.2% | -29.8% | -9.4% | -32.8% |
| 6M | -33.0% | -16.5% | -16.6% | -31.4% |
| YTD | +22.3% | -10.5% | +32.9% | +25.2% |
| 1Y | +42.7% | -5.3% | +48.0% | +46.0% |
| All | +42.7% | -4.6% | +47.2% | +46.0% |
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