+361.0%
MKSI vs BURL
+247.8%
+113.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.4% |
| 7D | +4.0% | +5.9% | -1.8% | +1.4% |
| 30D | -19.3% | -8.3% | -11.0% | -16.6% |
| 3M | -26.9% | -31.6% | +4.7% | -15.1% |
| 6M | -31.7% | -16.6% | -15.1% | -28.0% |
| YTD | +33.9% | -12.1% | +46.0% | +38.3% |
| 1Y | +34.9% | -10.0% | +44.9% | +36.6% |
| 3Y | +207.2% | +94.3% | +113.0% | +124.7% |
| 5Y | +41.1% | -13.2% | +54.4% | +34.6% |
| 10Y | +361.0% | +252.5% | +108.4% | +185.2% |
| All | +361.0% | +247.8% | +113.1% | +185.2% |
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 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