+43.9%
MO vs BURL
-11.9%
+55.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.6% |
| 7D | +0.4% | +0.4% | 0.0% | +0.5% |
| 30D | +8.9% | -4.3% | +13.2% | +8.4% |
| 3M | +23.0% | -28.8% | +51.7% | +19.6% |
| 6M | +15.0% | -12.8% | +27.8% | +15.2% |
| YTD | +41.7% | -12.8% | +54.5% | +42.2% |
| All | +43.9% | -11.9% | +55.8% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling