+889.0%
MSFT vs BURL
+252.7%
+636.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | +1.7% | +4.1% | -2.4% | +0.9% |
| 30D | +0.2% | -9.5% | +9.6% | +2.1% |
| 3M | +6.4% | -33.5% | +39.9% | +15.1% |
| 6M | +28.7% | -22.1% | +50.8% | +34.1% |
| YTD | +10.4% | -14.6% | +25.0% | +12.3% |
| 1Y | +7.6% | -8.4% | +16.0% | +7.2% |
| 3Y | +52.3% | +86.6% | -34.2% | +25.5% |
| 5Y | +64.5% | -17.2% | +81.7% | +57.3% |
| All | +889.0% | +252.7% | +636.3% | +634.4% |
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