-25.2%
MOH vs BURL
-11.0%
-14.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.1% |
| 7D | +0.4% | -2.8% | +3.2% | +0.5% |
| 30D | +2.9% | -28.2% | +31.1% | +4.0% |
| 3M | +4.1% | -17.6% | +21.7% | +4.8% |
| 6M | +33.8% | -11.8% | +45.6% | +34.0% |
| YTD | +15.7% | -8.1% | +23.9% | +15.5% |
| 1Y | +17.5% | -12.0% | +29.5% | +17.4% |
| 3Y | -35.3% | +63.3% | -98.6% | -38.6% |
| All | -25.2% | -11.0% | -14.2% | -19.3% |
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 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