+663.4%
MSI vs BURL
+232.1%
+431.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +0.8% |
| 7D | +3.2% | -1.6% | +4.8% | +3.5% |
| 30D | +17.6% | -7.7% | +25.3% | +19.1% |
| 3M | +14.5% | -31.7% | +46.2% | +21.8% |
| 6M | +34.3% | -15.2% | +49.4% | +36.8% |
| YTD | +39.7% | -15.9% | +55.6% | +41.9% |
| 1Y | +40.2% | -14.2% | +54.4% | +41.3% |
| 3Y | +77.1% | +93.5% | -16.4% | +46.8% |
| 5Y | +124.0% | -9.9% | +133.9% | +110.6% |
| All | +663.4% | +232.1% | +431.3% | +479.0% |
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