+150.5%
MO vs BURL
-14.7%
+165.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | -0.8% | +5.9% | -6.6% | -0.9% |
| 30D | +6.5% | -8.3% | +14.8% | +6.6% |
| 3M | +18.3% | -31.6% | +50.0% | +18.9% |
| 6M | +15.6% | -16.6% | +32.2% | +15.8% |
| YTD | +38.8% | -12.1% | +50.9% | +38.9% |
| 1Y | +41.6% | -10.0% | +51.6% | +41.5% |
| 3Y | +138.2% | +94.3% | +44.0% | +126.3% |
| 5Y | +150.5% | -13.2% | +163.7% | +135.0% |
| All | +150.5% | -14.7% | +165.2% | +135.0% |
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