-92.0%
MSTU vs BURL
-6.7%
-85.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.7% | -11.2% | -11.3% |
| 7D | -23.0% | +0.4% | -23.4% | -23.3% |
| 30D | -47.7% | -4.3% | -43.3% | -45.4% |
| 3M | +12.5% | -28.8% | +41.3% | +51.3% |
| 6M | -76.1% | -12.8% | -63.3% | -74.9% |
| YTD | -75.5% | -12.8% | -62.7% | -74.1% |
| 1Y | -90.1% | -12.3% | -77.8% | -90.0% |
| All | -92.0% | -6.7% | -85.3% | -91.9% |
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