-5.8%
MSFU vs BURL
-7.8%
+2.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +2.5% | +4.1% | -1.6% | +2.3% |
| 30D | -1.3% | -9.5% | +8.2% | -1.1% |
| 3M | +8.6% | -33.5% | +42.2% | +10.0% |
| 6M | +48.4% | -22.1% | +70.5% | +48.8% |
| YTD | +1.6% | -14.6% | +16.1% | +3.7% |
| 1Y | -5.8% | -8.4% | +2.6% | -3.0% |
| All | -5.8% | -7.8% | +2.1% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling