-88.6%
MSTU vs BURL
-7.8%
-80.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.7% |
| 7D | -4.3% | +4.1% | -8.3% | -5.4% |
| 30D | -34.6% | -9.5% | -25.1% | -31.4% |
| 3M | +39.0% | -33.5% | +72.6% | +64.6% |
| 6M | -70.5% | -22.1% | -48.4% | -68.4% |
| YTD | -68.6% | -14.6% | -54.1% | -66.3% |
| 1Y | -88.6% | -8.4% | -80.3% | -87.8% |
| All | -88.6% | -7.8% | -80.8% | -87.8% |
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