+736.9%
MSTR vs BURL
+215.5%
+521.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.5% |
| 7D | +12.2% | -2.8% | +15.0% | +13.3% |
| 30D | +45.2% | -28.2% | +73.3% | +65.4% |
| 3M | +10.4% | -17.6% | +28.0% | +18.2% |
| 6M | -2.5% | -11.8% | +9.3% | +0.6% |
| YTD | -6.0% | -8.1% | +2.1% | -4.7% |
| 1Y | -56.4% | -12.0% | -44.5% | -55.6% |
| 3Y | +306.3% | +63.3% | +243.0% | +211.6% |
| 5Y | +100.5% | -10.8% | +111.3% | +82.3% |
| All | +736.9% | +215.5% | +521.4% | +486.9% |
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