-92.7%
MSTU vs BURL
-9.5%
-83.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -4.2% |
| 7D | +21.3% | -2.8% | +24.1% | +22.4% |
| 30D | +90.8% | -28.2% | +119.0% | +121.6% |
| 3M | -6.8% | -17.6% | +10.8% | -0.2% |
| 6M | -39.8% | -11.8% | -28.0% | -37.7% |
| YTD | -55.7% | -8.1% | -47.5% | -54.3% |
| 1Y | -92.7% | -12.0% | -80.7% | -92.9% |
| All | -92.7% | -9.5% | -83.1% | -92.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling