+149.3%
MO vs BURL
+254.9%
-105.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +8.0% | -4.4% | +12.4% | +8.3% |
| 3M | +20.9% | -28.6% | +49.5% | +24.0% |
| 6M | +16.3% | -12.3% | +28.6% | +17.1% |
| YTD | +40.7% | -11.3% | +52.0% | +41.1% |
| 1Y | +41.5% | -10.4% | +51.9% | +41.5% |
| 3Y | +141.5% | +96.1% | +45.4% | +116.7% |
| 5Y | +153.1% | -5.0% | +158.1% | +142.5% |
| 10Y | +149.3% | +251.8% | -102.5% | +110.1% |
| All | +149.3% | +254.9% | -105.6% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling