-42.0%
MOH vs BURL
+87.4%
-129.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.2% |
| 7D | +0.2% | -1.6% | +1.8% | +0.2% |
| 30D | +0.1% | -7.7% | +7.9% | -0.1% |
| 3M | +1.8% | -31.7% | +33.5% | +0.9% |
| 6M | +9.1% | -15.2% | +24.3% | +8.7% |
| YTD | +20.7% | -15.9% | +36.6% | +20.0% |
| 1Y | +51.3% | -14.2% | +65.5% | +50.1% |
| 3Y | -42.0% | +93.5% | -135.5% | -42.8% |
| All | -42.0% | +87.4% | -129.4% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling