+135.5%
MO vs BURL
+261.4%
-125.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.7% |
| 7D | -1.8% | +7.7% | -9.5% | -2.4% |
| 30D | +5.8% | -7.1% | +12.9% | +6.3% |
| 3M | +12.7% | -30.3% | +43.0% | +15.8% |
| 6M | +14.8% | -15.5% | +30.3% | +15.9% |
| YTD | +37.8% | -11.0% | +48.8% | +38.2% |
| 1Y | +39.5% | -8.4% | +47.9% | +39.2% |
| 3Y | +136.1% | +96.7% | +39.4% | +111.7% |
| 5Y | +148.5% | -14.1% | +162.6% | +141.9% |
| 10Y | +135.5% | +255.1% | -119.5% | +96.9% |
| All | +135.5% | +261.4% | -125.9% | +96.9% |
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 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