+463.0%
MOH vs BURL
+1,015.7%
-552.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -3.3% |
| 7D | -2.4% | +7.7% | -10.1% | -3.5% |
| 30D | +3.3% | -7.1% | +10.4% | +4.4% |
| 3M | +3.5% | -30.3% | +33.8% | +9.0% |
| 6M | +9.4% | -15.5% | +24.9% | +11.3% |
| YTD | +17.2% | -11.0% | +28.1% | +17.4% |
| 1Y | +33.7% | -8.4% | +42.2% | +33.0% |
| 3Y | -42.3% | +96.7% | -139.0% | -52.1% |
| 5Y | -33.4% | -14.1% | -19.3% | -36.5% |
| 10Y | +310.9% | +255.1% | +55.8% | +170.8% |
| All | +463.0% | +1,015.7% | -552.7% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling