-89.3%
MSTU vs BURL
-9.4%
-79.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.2% | -9.3% | -7.0% |
| 7D | -9.3% | +7.7% | -17.0% | -11.9% |
| 30D | -38.3% | -7.1% | -31.1% | -36.2% |
| 3M | +24.0% | -30.3% | +54.3% | +43.0% |
| 6M | -72.1% | -15.5% | -56.5% | -71.5% |
| YTD | -70.2% | -11.0% | -59.3% | -68.6% |
| All | -89.3% | -9.4% | -79.9% | -88.6% |
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