+572.4%
MSTR vs BURL
+258.4%
+314.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.3% | -8.1% |
| 7D | -8.7% | +3.5% | -12.2% | -9.8% |
| 30D | -21.4% | -9.3% | -12.1% | -18.2% |
| 3M | +31.4% | -32.1% | +63.5% | +53.0% |
| 6M | -30.8% | -19.8% | -11.0% | -25.7% |
| YTD | -14.9% | -13.2% | -1.7% | -11.8% |
| 1Y | -49.3% | -7.8% | -41.5% | -49.4% |
| 3Y | +184.8% | +89.3% | +95.5% | +105.5% |
| 5Y | +62.1% | -15.8% | +77.9% | +50.8% |
| All | +572.4% | +258.4% | +314.0% | +380.7% |
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