+75.3%
MSI vs BURL
+89.8%
-14.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +7.0% | +4.2% |
| 7D | +5.1% | +3.5% | +1.6% | +4.8% |
| 30D | +13.3% | -9.3% | +22.6% | +13.9% |
| 3M | +18.3% | -32.1% | +50.4% | +21.1% |
| 6M | +18.7% | -19.8% | +38.5% | +20.0% |
| YTD | +36.0% | -13.2% | +49.2% | +36.5% |
| 1Y | +32.6% | -7.8% | +40.4% | +32.1% |
| All | +75.3% | +89.8% | -14.5% | +70.6% |
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 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