+53.8%
MSFT vs BURL
+89.8%
-35.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.6% | -3.2% |
| 7D | +1.1% | +3.5% | -2.4% | +0.7% |
| 30D | +1.3% | -9.3% | +10.5% | +2.3% |
| 3M | +10.2% | -32.1% | +42.3% | +14.8% |
| 6M | +30.8% | -19.8% | +50.6% | +33.3% |
| YTD | +11.5% | -13.2% | +24.7% | +12.3% |
| 1Y | +6.5% | -7.8% | +14.4% | +6.0% |
| All | +53.8% | +89.8% | -35.9% | +55.8% |
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