-9.6%
MOS vs BURL
-11.0%
+1.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.0% |
| 7D | +9.5% | -2.8% | +12.3% | +10.0% |
| 30D | +10.4% | -28.2% | +38.6% | +16.3% |
| 3M | +12.9% | -17.6% | +30.5% | +16.2% |
| 6M | +1.2% | -11.8% | +13.0% | +2.7% |
| YTD | +9.3% | -8.1% | +17.5% | +10.0% |
| 1Y | -18.0% | -12.0% | -6.0% | -17.3% |
| 3Y | -29.0% | +63.3% | -92.3% | -36.5% |
| All | -9.6% | -11.0% | +1.4% | -10.9% |
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