-11.7%
MOS vs BURL
-5.1%
-6.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +3.6% |
| 7D | +22.5% | +3.5% | +19.0% | +22.0% |
| 30D | +6.6% | -9.3% | +15.9% | +6.9% |
| 3M | -3.8% | -32.1% | +28.3% | -1.0% |
| 6M | -2.2% | -19.8% | +17.6% | -0.9% |
| YTD | -4.8% | -13.2% | +8.4% | -3.2% |
| 1Y | -11.7% | -7.8% | -3.9% | -10.1% |
| All | -11.7% | -5.1% | -6.6% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling