-7.8%
MSFU vs BURL
-5.1%
-2.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.9% | -4.4% | -7.1% |
| 7D | +1.0% | +3.5% | -2.4% | +0.8% |
| 30D | +0.6% | -9.3% | +9.9% | +0.7% |
| 3M | +16.4% | -32.1% | +48.5% | +17.7% |
| 6M | +53.0% | -19.8% | +72.8% | +53.2% |
| YTD | +3.5% | -13.2% | +16.7% | +5.4% |
| 1Y | -7.8% | -7.8% | 0.0% | -5.7% |
| All | -7.8% | -5.1% | -2.7% | -5.7% |
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