+74.4%
MSI vs BURL
+86.7%
-12.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +4.7% | +4.1% | +0.6% | +4.4% |
| 30D | +14.8% | -9.5% | +24.2% | +15.4% |
| 3M | +8.8% | -33.5% | +42.3% | +11.5% |
| 6M | +19.3% | -22.1% | +41.4% | +20.9% |
| YTD | +35.3% | -14.6% | +49.9% | +35.9% |
| 1Y | +33.8% | -8.4% | +42.1% | +33.3% |
| 3Y | +74.4% | +86.6% | -12.1% | +70.0% |
| All | +74.4% | +86.7% | -12.3% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling