+73.5%
MSFT vs BURL
-11.0%
+84.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.7% | -2.5% |
| 7D | -2.7% | -2.8% | +0.1% | -2.3% |
| 30D | +2.7% | -28.2% | +30.9% | +8.3% |
| 3M | +17.0% | -17.6% | +34.6% | +20.4% |
| 6M | +23.8% | -11.8% | +35.6% | +25.4% |
| YTD | +4.0% | -8.1% | +12.1% | +4.4% |
| 1Y | -0.8% | -12.0% | +11.1% | -0.2% |
| 3Y | +55.6% | +63.3% | -7.7% | +37.3% |
| All | +73.5% | -11.0% | +84.4% | +64.9% |
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