+858.0%
MKSI vs BURL
+1,011.9%
-153.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +4.9% | +5.5% |
| 7D | +15.9% | -0.8% | +16.7% | +16.5% |
| 30D | -9.6% | -4.4% | -5.1% | -8.4% |
| 3M | -23.2% | -28.6% | +5.4% | -13.4% |
| 6M | -29.2% | -12.3% | -16.9% | -27.0% |
| YTD | +41.8% | -11.3% | +53.1% | +45.6% |
| 1Y | +48.7% | -10.4% | +59.1% | +51.0% |
| 3Y | +225.3% | +96.1% | +129.2% | +146.7% |
| 5Y | +43.6% | -5.0% | +48.6% | +33.2% |
| 10Y | +370.2% | +251.8% | +118.4% | +199.3% |
| All | +858.0% | +1,011.9% | -153.9% | +426.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling