-90.3%
MSTU vs BURL
-4.8%
-85.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.2% | -9.3% | -8.9% |
| 7D | -9.3% | +7.7% | -17.0% | -14.8% |
| 30D | -38.3% | -7.1% | -31.1% | -34.0% |
| 3M | +24.0% | -30.3% | +54.3% | +70.3% |
| 6M | -72.1% | -15.5% | -56.5% | -69.7% |
| YTD | -70.2% | -11.0% | -59.3% | -69.2% |
| 1Y | -89.6% | -8.4% | -81.2% | -90.0% |
| All | -90.3% | -4.8% | -85.5% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling