+97.0%
MSFU vs BURL
+79.6%
+17.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.9% | -4.4% | -6.7% |
| 7D | +1.0% | +3.5% | -2.4% | +0.4% |
| 30D | +0.6% | -9.3% | +9.9% | +2.9% |
| 3M | +16.4% | -32.1% | +48.5% | +27.2% |
| 6M | +53.0% | -19.8% | +72.8% | +59.6% |
| YTD | +3.5% | -13.2% | +16.7% | +5.2% |
| 1Y | -7.8% | -7.8% | 0.0% | -8.6% |
| 3Y | +35.6% | +89.3% | -53.8% | +13.4% |
| All | +97.0% | +79.6% | +17.4% | +57.8% |
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