+93.3%
MSFU vs BURL
+76.8%
+16.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +2.5% | +4.1% | -1.6% | +1.7% |
| 30D | -1.3% | -9.5% | +8.2% | +1.0% |
| 3M | +8.6% | -33.5% | +42.2% | +19.3% |
| 6M | +48.4% | -22.1% | +70.5% | +55.9% |
| YTD | +1.6% | -14.6% | +16.1% | +3.6% |
| 1Y | -5.8% | -8.4% | +2.6% | -6.4% |
| 3Y | +30.9% | +86.6% | -55.6% | +9.9% |
| All | +93.3% | +76.8% | +16.6% | +55.5% |
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