-37.7%
MOS vs BURL
+1,021.0%
-1,058.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +7.7% | +9.7% | +15.6% |
| 7D | +17.9% | +10.4% | +7.5% | +15.4% |
| 30D | +1.6% | -4.9% | +6.5% | +2.7% |
| 3M | -4.0% | -29.8% | +25.8% | +3.8% |
| 6M | -4.1% | -16.5% | +12.3% | -1.0% |
| YTD | -7.8% | -10.5% | +2.7% | -6.8% |
| 1Y | -15.6% | -5.3% | -10.3% | -16.3% |
| 3Y | -28.9% | +95.1% | -123.9% | -43.1% |
| 5Y | -36.8% | -12.1% | -24.7% | -40.8% |
| 10Y | +6.7% | +273.2% | -266.5% | -25.6% |
| All | -37.7% | +1,021.0% | -1,058.7% | -59.0% |
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