-89.6%
MSTU vs BURL
-7.1%
-82.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -2.9% | -15.3% | -15.6% |
| 7D | -18.2% | +3.5% | -21.7% | -19.8% |
| 30D | -42.7% | -9.3% | -33.4% | -37.1% |
| 3M | +37.0% | -32.1% | +69.1% | +93.1% |
| 6M | -70.1% | -19.8% | -50.3% | -65.6% |
| YTD | -68.2% | -13.2% | -55.0% | -66.2% |
| 1Y | -90.1% | -7.8% | -82.2% | -90.6% |
| All | -89.6% | -7.1% | -82.5% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling