+7.5%
MOS vs BURL
+258.4%
-250.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +4.0% |
| 7D | +22.5% | +3.5% | +19.0% | +21.6% |
| 30D | +6.6% | -9.3% | +15.9% | +9.3% |
| 3M | -3.8% | -32.1% | +28.3% | +5.7% |
| 6M | -2.2% | -19.8% | +17.6% | +2.3% |
| YTD | -4.8% | -13.2% | +8.4% | -2.9% |
| 1Y | -11.7% | -7.8% | -3.9% | -12.0% |
| 3Y | -26.5% | +89.3% | -115.8% | -42.7% |
| 5Y | -32.2% | -15.8% | -16.4% | -35.6% |
| All | +7.5% | +258.4% | -250.9% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling