+161.8%
MS vs BURL
+89.8%
+72.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.4% |
| 7D | -3.4% | +3.5% | -6.9% | -4.0% |
| 30D | -3.9% | -9.3% | +5.4% | -2.2% |
| 3M | -15.9% | -32.1% | +16.2% | -9.5% |
| 6M | -2.5% | -19.8% | +17.3% | +0.7% |
| YTD | +5.1% | -13.2% | +18.3% | +6.6% |
| 1Y | +13.0% | -7.8% | +20.8% | +12.5% |
| All | +161.8% | +89.8% | +72.1% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling