+76.3%
MSFU vs BURL
+90.1%
-13.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -4.8% |
| 7D | -5.7% | -2.8% | -2.9% | -5.1% |
| 30D | +4.2% | -28.2% | +32.3% | +12.6% |
| 3M | +27.9% | -17.6% | +45.5% | +33.6% |
| 6M | +37.1% | -11.8% | +48.9% | +39.8% |
| YTD | -7.4% | -8.1% | +0.8% | -6.9% |
| 1Y | -19.6% | -12.0% | -7.7% | -18.9% |
| 3Y | +33.2% | +63.3% | -30.1% | +16.4% |
| All | +76.3% | +90.1% | -13.7% | +39.7% |
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 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