+50.3%
MKSI vs BURL
-15.0%
+65.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +0.9% | -1.6% |
| 7D | +12.2% | -1.6% | +13.7% | +12.8% |
| 30D | -8.0% | -7.7% | -0.3% | -5.7% |
| 3M | -29.5% | -31.7% | +2.1% | -21.1% |
| 6M | -31.9% | -15.2% | -16.8% | -31.1% |
| YTD | +35.3% | -15.9% | +51.2% | +40.8% |
| 1Y | +50.3% | -14.2% | +64.5% | +56.0% |
| All | +50.3% | -15.0% | +65.3% | +56.0% |
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