+23.7%
MKSI vs BURL
-15.9%
+39.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +9.4% |
| 7D | -4.8% | +4.1% | -8.9% | -6.7% |
| 30D | -29.6% | -9.5% | -20.1% | -27.0% |
| 3M | -33.9% | -33.5% | -0.4% | -22.4% |
| 6M | -34.4% | -22.1% | -12.3% | -29.0% |
| YTD | +20.6% | -14.6% | +35.2% | +25.8% |
| 1Y | +24.4% | -8.4% | +32.7% | +24.5% |
| 3Y | +189.2% | +86.6% | +102.7% | +122.1% |
| All | +23.7% | -15.9% | +39.6% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling