+808.5%
MS vs BURL
+215.5%
+593.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.4% | -0.5% |
| 7D | +1.4% | -2.8% | +4.2% | +2.2% |
| 30D | -0.3% | -28.2% | +27.9% | +9.7% |
| 3M | +0.3% | -17.6% | +17.9% | +5.5% |
| 6M | +31.3% | -11.8% | +43.1% | +34.4% |
| YTD | +24.7% | -8.1% | +32.8% | +25.9% |
| 1Y | +47.9% | -12.0% | +59.9% | +49.8% |
| 3Y | +178.3% | +63.3% | +115.0% | +122.9% |
| 5Y | +144.9% | -10.8% | +155.7% | +128.4% |
| All | +808.5% | +215.5% | +593.1% | +505.4% |
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