+88.6%
MKSI vs BURL
-13.9%
+102.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +3.6% |
| 7D | +7.7% | -2.6% | +10.3% | +8.8% |
| 30D | -12.9% | -30.8% | +17.9% | +1.3% |
| 3M | -14.8% | -18.7% | +3.8% | -8.3% |
| 6M | +26.6% | -16.4% | +43.1% | +34.3% |
| YTD | +66.6% | -11.6% | +78.2% | +72.5% |
| 1Y | +144.6% | -12.0% | +156.6% | +150.9% |
| 3Y | +193.1% | +63.6% | +129.5% | +136.5% |
| 5Y | +88.6% | -12.6% | +101.2% | +75.4% |
| All | +88.6% | -13.9% | +102.5% | +75.4% |
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