+1,902.5%
MSFT vs BURL
+1,021.0%
+881.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.7% | -1.0% | +5.2% |
| 7D | +4.7% | +10.4% | -5.7% | +2.7% |
| 30D | +5.8% | -4.9% | +10.8% | +6.8% |
| 3M | +13.0% | -29.8% | +42.7% | +20.4% |
| 6M | +34.9% | -16.5% | +51.4% | +38.4% |
| YTD | +15.7% | -10.5% | +26.2% | +16.5% |
| 1Y | +9.0% | -5.3% | +14.3% | +8.0% |
| 3Y | +61.2% | +95.1% | -33.8% | +33.7% |
| 5Y | +72.1% | -12.1% | +84.2% | +62.4% |
| 10Y | +966.1% | +273.2% | +693.0% | +648.9% |
| All | +1,902.5% | +1,021.0% | +881.6% | +1,132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling