+319.6%
MOH vs BURL
+232.1%
+87.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.3% |
| 7D | +0.2% | -1.6% | +1.8% | +0.4% |
| 30D | +0.1% | -7.7% | +7.9% | +1.3% |
| 3M | +1.8% | -31.7% | +33.5% | +7.1% |
| 6M | +9.1% | -15.2% | +24.3% | +10.7% |
| YTD | +20.7% | -15.9% | +36.6% | +21.9% |
| 1Y | +51.3% | -14.2% | +65.5% | +51.8% |
| 3Y | -42.0% | +93.5% | -135.5% | -51.5% |
| 5Y | -33.1% | -9.9% | -23.2% | -36.5% |
| All | +319.6% | +232.1% | +87.5% | +217.2% |
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