+594.1%
MSI vs BURL
+215.5%
+378.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.3% |
| 7D | -3.7% | -2.8% | -0.9% | -3.2% |
| 30D | +6.8% | -28.2% | +35.0% | +13.0% |
| 3M | +14.3% | -17.6% | +31.9% | +17.9% |
| 6M | -1.6% | -11.8% | +10.2% | -0.3% |
| YTD | +22.8% | -8.1% | +30.9% | +23.2% |
| 1Y | -1.1% | -12.0% | +10.8% | -0.6% |
| 3Y | +70.5% | +63.3% | +7.2% | +47.0% |
| 5Y | +102.8% | -10.8% | +113.6% | +92.1% |
| All | +594.1% | +215.5% | +378.7% | +422.4% |
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