+523.8%
MKSI vs BURL
+188.6%
+335.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.3% | +3.7% |
| 7D | +6.6% | -7.0% | +13.6% | +9.7% |
| 30D | -8.2% | -35.6% | +27.4% | +10.0% |
| 3M | -16.4% | -26.3% | +9.9% | -6.1% |
| 6M | +23.0% | -20.7% | +43.6% | +33.4% |
| YTD | +68.2% | -17.2% | +85.4% | +79.0% |
| 1Y | +148.6% | -15.0% | +163.6% | +158.9% |
| 3Y | +196.0% | +53.2% | +142.7% | +138.7% |
| 5Y | +87.4% | -18.7% | +106.1% | +84.1% |
| 10Y | +523.8% | +192.1% | +331.7% | +289.0% |
| All | +523.8% | +188.6% | +335.2% | +289.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling