+148.6%
MKSI vs BURL
-17.0%
+165.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.3% | +3.1% |
| 7D | +6.6% | -7.0% | +13.6% | +9.1% |
| 30D | -8.2% | -35.6% | +27.4% | +6.6% |
| 3M | -16.4% | -26.3% | +9.9% | -9.0% |
| 6M | +23.0% | -20.7% | +43.6% | +29.5% |
| YTD | +68.2% | -17.2% | +85.4% | +75.5% |
| 1Y | +148.6% | -15.0% | +163.6% | +146.0% |
| All | +148.6% | -17.0% | +165.5% | +146.0% |
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