+243.8%
MOH vs BURL
+206.3%
+37.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.7% |
| 7D | -3.3% | -2.6% | -0.8% | -3.0% |
| 30D | -0.1% | -30.8% | +30.7% | +5.2% |
| 3M | -1.1% | -18.7% | +17.6% | +1.6% |
| 6M | +35.9% | -16.4% | +52.3% | +38.2% |
| YTD | +13.1% | -11.6% | +24.7% | +13.7% |
| 1Y | +11.8% | -12.0% | +23.8% | +11.9% |
| 3Y | -38.7% | +63.6% | -102.4% | -47.1% |
| 5Y | -25.1% | -12.6% | -12.5% | -28.0% |
| 10Y | +243.8% | +206.5% | +37.3% | +146.3% |
| All | +243.8% | +206.3% | +37.5% | +146.3% |
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