-87.2%
MSTU vs BURL
-4.6%
-82.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +7.7% | +2.6% | +6.8% |
| 7D | -4.8% | +10.4% | -15.3% | -8.7% |
| 30D | -29.6% | -4.9% | -24.6% | -28.0% |
| 3M | +69.4% | -29.8% | +99.1% | +95.2% |
| 6M | -62.2% | -16.5% | -45.8% | -61.1% |
| YTD | -61.1% | -10.5% | -50.5% | -59.3% |
| 1Y | -87.2% | -5.3% | -81.8% | -86.5% |
| All | -87.2% | -4.6% | -82.6% | -86.5% |
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