+471.3%
MOH vs BURL
+1,001.7%
-530.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.7% |
| 7D | -0.7% | +5.9% | -6.6% | -1.6% |
| 30D | +4.8% | -8.3% | +13.1% | +6.1% |
| 3M | +3.8% | -31.6% | +35.4% | +9.6% |
| 6M | +11.0% | -16.6% | +27.6% | +13.1% |
| YTD | +18.9% | -12.1% | +31.0% | +19.4% |
| 1Y | +46.5% | -10.0% | +56.4% | +46.0% |
| 3Y | -42.4% | +94.3% | -136.7% | -52.1% |
| 5Y | -31.8% | -13.2% | -18.6% | -35.3% |
| 10Y | +309.6% | +252.5% | +57.1% | +170.2% |
| All | +471.3% | +1,001.7% | -530.4% | +232.6% |
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