+127.7%
MS vs BURL
-10.9%
+138.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +2.5% |
| 7D | +2.6% | +10.4% | -7.8% | +0.4% |
| 30D | +2.6% | -4.9% | +7.5% | +3.6% |
| 3M | -10.1% | -29.8% | +19.7% | -3.2% |
| 6M | +4.4% | -16.5% | +20.8% | +7.3% |
| YTD | +11.7% | -10.5% | +22.3% | +12.9% |
| 1Y | +20.9% | -5.3% | +26.3% | +20.0% |
| 3Y | +177.1% | +95.1% | +82.1% | +127.9% |
| 5Y | +127.7% | -12.1% | +139.8% | +112.7% |
| All | +127.7% | -10.9% | +138.7% | +112.7% |
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