+148.0%
MO vs BURL
-17.2%
+165.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | -2.4% | +4.1% | -6.5% | -2.5% |
| 30D | +9.7% | -9.5% | +19.2% | +9.8% |
| 3M | +14.1% | -33.5% | +47.7% | +14.7% |
| 6M | +11.9% | -22.1% | +34.0% | +12.2% |
| YTD | +38.4% | -14.6% | +53.0% | +38.5% |
| 1Y | +41.9% | -8.4% | +50.3% | +41.7% |
| 3Y | +134.5% | +86.6% | +47.9% | +123.1% |
| All | +148.0% | -17.2% | +165.2% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling