+674.5%
MSI vs BURL
+261.4%
+413.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +1.9% |
| 7D | +8.3% | +7.7% | +0.6% | +6.9% |
| 30D | +18.9% | -7.1% | +26.0% | +20.2% |
| 3M | +13.2% | -30.3% | +43.5% | +20.0% |
| 6M | +38.3% | -15.5% | +53.8% | +41.0% |
| YTD | +38.9% | -11.0% | +49.8% | +39.7% |
| 1Y | +36.7% | -8.4% | +45.1% | +36.3% |
| 3Y | +76.6% | +96.7% | -20.1% | +46.1% |
| 5Y | +124.5% | -14.1% | +138.5% | +113.9% |
| 10Y | +674.5% | +255.1% | +419.5% | +481.7% |
| All | +674.5% | +261.4% | +413.1% | +481.7% |
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 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