+804.9%
MKSI vs BURL
+1,001.7%
-196.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.4% |
| 7D | +4.0% | +5.9% | -1.8% | +1.6% |
| 30D | -19.3% | -8.3% | -11.0% | -16.9% |
| 3M | -26.9% | -31.6% | +4.7% | -16.3% |
| 6M | -31.7% | -16.6% | -15.1% | -28.3% |
| YTD | +33.9% | -12.1% | +46.0% | +38.0% |
| 1Y | +34.9% | -10.0% | +44.9% | +36.7% |
| 3Y | +207.2% | +94.3% | +113.0% | +133.8% |
| 5Y | +41.1% | -13.2% | +54.4% | +34.8% |
| 10Y | +361.0% | +252.5% | +108.4% | +193.8% |
| All | +804.9% | +1,001.7% | -196.9% | +399.4% |
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 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