+662.2%
MSI vs BURL
+244.4%
+417.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +18.1% | -4.3% | +22.5% | +18.9% |
| 3M | +13.2% | -28.8% | +42.0% | +19.5% |
| 6M | +36.3% | -12.8% | +49.1% | +38.2% |
| YTD | +39.5% | -12.8% | +52.3% | +40.8% |
| 1Y | +36.9% | -12.3% | +49.1% | +37.5% |
| 3Y | +76.1% | +92.7% | -16.6% | +46.2% |
| 5Y | +123.7% | -6.5% | +130.3% | +109.0% |
| All | +662.2% | +244.4% | +417.8% | +474.6% |
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