-31.5%
MOH vs BURL
-17.2%
-14.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.5% |
| 7D | +2.1% | +4.1% | -2.0% | +2.0% |
| 30D | +7.3% | -9.5% | +16.7% | +7.5% |
| 3M | +8.9% | -33.5% | +42.4% | +10.0% |
| 6M | +5.8% | -22.1% | +27.9% | +6.4% |
| YTD | +20.4% | -14.6% | +35.0% | +20.4% |
| 1Y | +42.1% | -8.4% | +50.4% | +41.4% |
| 3Y | -40.0% | +86.6% | -126.6% | -43.4% |
| All | -31.5% | -17.2% | -14.3% | -29.2% |
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 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