+911.1%
MSI vs BURL
+1,021.0%
-109.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.5% | 0.0% |
| 7D | +2.8% | +10.4% | -7.6% | +1.1% |
| 30D | +9.1% | -4.9% | +14.1% | +9.9% |
| 3M | +12.5% | -29.8% | +42.3% | +18.7% |
| 6M | +14.2% | -16.5% | +30.7% | +16.6% |
| YTD | +30.7% | -10.5% | +41.3% | +31.4% |
| 1Y | +27.5% | -5.3% | +32.8% | +26.5% |
| 3Y | +71.4% | +95.1% | -23.7% | +44.6% |
| 5Y | +109.6% | -12.1% | +121.7% | +98.6% |
| 10Y | +658.5% | +273.2% | +385.3% | +459.3% |
| All | +911.1% | +1,021.0% | -109.8% | +583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling