Scott Burns Margaritaville Portfolio vs Merrill Lynch Edge Select Moderate Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - January 2025 (~40 years)
Consolidated Returns as of 31 January 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond January 2025.
Reset settings
Close
Results
30 Years
All (since January 1985)
Inflation Adjusted:
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
February 1995
9.08$
Final Capital
January 2025
7.63%
Yearly Return
10.83%
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
February 1995
4.30$
Final Capital
January 2025
4.99%
Yearly Return
10.83%
Std Deviation
-39.71%
Max Drawdown
61months
Recovery Period
1.00$
Initial Capital
January 1985
33.89$
Final Capital
January 2025
9.19%
Yearly Return
10.92%
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
January 1985
11.26$
Final Capital
January 2025
6.23%
Yearly Return
10.92%
Std Deviation
-39.71%
Max Drawdown
61months
Recovery Period
Merrill Lynch Edge Select Moderate Portfolio
1.00$
Initial Capital
February 1995
9.16$
Final Capital
January 2025
7.66%
Yearly Return
8.97%
Std Deviation
-29.58%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
February 1995
4.34$
Final Capital
January 2025
5.02%
Yearly Return
8.97%
Std Deviation
-30.74%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1985
33.24$
Final Capital
January 2025
9.13%
Yearly Return
9.15%
Std Deviation
-29.58%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1985
11.04$
Final Capital
January 2025
6.17%
Yearly Return
9.15%
Std Deviation
-30.74%
Max Drawdown
36months
Recovery Period

As of January 2025, in the previous 30 Years, the Scott Burns Margaritaville Portfolio obtained a 7.63% compound annual return, with a 10.83% standard deviation. It suffered a maximum drawdown of -38.70% that required 39 months to be recovered.

As of January 2025, in the previous 30 Years, the Merrill Lynch Edge Select Moderate Portfolio obtained a 7.66% compound annual return, with a 8.97% standard deviation. It suffered a maximum drawdown of -29.58% that required 30 months to be recovered.

Table of contents

Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD
Buy now
English book
Buy now
Italian book

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Scott Burns Margaritaville Portfolio
Weight
(%)		 ETF
Ticker		 Name
34.00
VTI
Vanguard Total Stock Market
33.00
VEU
Vanguard FTSE All-World ex-US
33.00
TIP
iShares TIPS Bond
Merrill Lynch Edge Select Moderate Portfolio
Weight
(%)		 ETF
Ticker		 Name
19.00
VUG
Vanguard Growth
13.00
VEU
Vanguard FTSE All-World ex-US
12.00
VTV
Vanguard Value
5.00
EEM
iShares MSCI Emerging Markets
2.00
IJS
iShares S&P Small-Cap 600 Value
2.00
IJT
iShares S&P Small-Cap 600 Growth
14.00
IEI
iShares 3-7 Year Treasury Bond
14.00
LQD
iShares Investment Grade Corporate Bond
11.00
MBB
iShares MBS
4.00
HYG
iShares iBoxx $ High Yield Corporate Bond
2.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
2.00
BNDX
Vanguard Total International Bond
Test Your Asset Allocation
Evaluate your portfolio strategy in 7 different currencies
Try the Backtest Tool

Portfolio Returns as of Jan 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 31 January 2025 (~40 years)
Swipe left to see all data
Return (%) as of Jan 31, 2025
YTD
(1M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Margaritaville
Scott Burns 		2.61 2.61 4.08 13.42 7.36 6.97 7.63 9.19
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_merrill_lynch.webp Edge Select Moderate
Merrill Lynch 		1.83 1.83 4.27 12.72 6.52 6.70 7.66 9.13
Return over 1 year are annualized.
Explore All Lazy Portfolios
Discover curated portfolios for every investment strategy

Capital Growth as of Jan 31, 2025

Scott Burns Margaritaville Portfolio: an investment of 1$, since February 1995, now would be worth 9.08$, with a total return of 808.43% (7.63% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since February 1995, now would be worth 9.16$, with a total return of 816.30% (7.66% annualized).


Loading data
Please wait
Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1985, now would be worth 33.89$, with a total return of 3289.16% (9.19% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since January 1985, now would be worth 33.24$, with a total return of 3223.73% (9.13% annualized).


Loading data
Please wait
Readings that may interest you

Portfolio Metrics as of Jan 31, 2025

The following metrics, updated as of 31 January 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)
Swipe left to see all data
Margaritaville Edge Select Moderate
Author Scott Burns Merrill Lynch
ASSET ALLOCATION
Stocks 67% 53%
Fixed Income 33% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.42 12.72
Infl. Adjusted Return (%) 10.57 9.88
DRAWDOWN
Deepest Drawdown Depth (%) -2.90 -2.94
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.90 -2.14
Start to Recovery (months) 2 2*
Longest Negative Period (months) 4 3
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.57 7.05
Sharpe Ratio 1.10 1.08
Sortino Ratio 1.31 1.28
Ulcer Index 1.25 1.17
Ratio: Return / Standard Deviation 1.77 1.81
Ratio: Return / Deepest Drawdown 4.62 4.33
Metrics calculated over the period 1 February 2024 - 31 January 2025
Swipe left to see all data
Margaritaville Edge Select Moderate
Author Scott Burns Merrill Lynch
ASSET ALLOCATION
Stocks 67% 53%
Fixed Income 33% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.36 6.52
Infl. Adjusted Return (%) 3.06 2.25
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -20.56
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -21.96 -20.56
Start to Recovery (months) 27 27
Longest Negative Period (months) 34 35
RISK INDICATORS
Standard Deviation (%) 13.05 11.61
Sharpe Ratio 0.38 0.36
Sortino Ratio 0.50 0.48
Ulcer Index 7.82 7.57
Ratio: Return / Standard Deviation 0.56 0.56
Ratio: Return / Deepest Drawdown 0.34 0.32
Metrics calculated over the period 1 February 2020 - 31 January 2025
Swipe left to see all data
Margaritaville Edge Select Moderate
Author Scott Burns Merrill Lynch
ASSET ALLOCATION
Stocks 67% 53%
Fixed Income 33% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.97 6.70
Infl. Adjusted Return (%) 3.78 3.52
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -20.56
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -21.96 -20.56
Start to Recovery (months) 27 27
Longest Negative Period (months) 34 35
RISK INDICATORS
Standard Deviation (%) 10.84 9.47
Sharpe Ratio 0.49 0.53
Sortino Ratio 0.65 0.72
Ulcer Index 6.09 5.63
Ratio: Return / Standard Deviation 0.64 0.71
Ratio: Return / Deepest Drawdown 0.32 0.33
Metrics calculated over the period 1 February 2015 - 31 January 2025
Swipe left to see all data
Margaritaville Edge Select Moderate
Author Scott Burns Merrill Lynch
ASSET ALLOCATION
Stocks 67% 53%
Fixed Income 33% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.63 7.66
Infl. Adjusted Return (%) 4.99 5.02
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -29.58
Start to Recovery (months) 39 30
Longest Drawdown Depth (%) -22.41 -15.42
Start to Recovery (months) 45 38
Longest Negative Period (months) 62 52
RISK INDICATORS
Standard Deviation (%) 10.83 8.97
Sharpe Ratio 0.49 0.60
Sortino Ratio 0.64 0.79
Ulcer Index 8.25 5.96
Ratio: Return / Standard Deviation 0.70 0.85
Ratio: Return / Deepest Drawdown 0.20 0.26
Metrics calculated over the period 1 February 1995 - 31 January 2025
Swipe left to see all data
Margaritaville Edge Select Moderate
Author Scott Burns Merrill Lynch
ASSET ALLOCATION
Stocks 67% 53%
Fixed Income 33% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.19 9.13
Infl. Adjusted Return (%) 6.23 6.17
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -29.58
Start to Recovery (months) 39 30
Longest Drawdown Depth (%) -22.41 -15.42
Start to Recovery (months) 45 38
Longest Negative Period (months) 62 52
RISK INDICATORS
Standard Deviation (%) 10.92 9.15
Sharpe Ratio 0.55 0.65
Sortino Ratio 0.73 0.87
Ulcer Index 7.42 5.43
Ratio: Return / Standard Deviation 0.84 1.00
Ratio: Return / Deepest Drawdown 0.24 0.31
Metrics calculated over the period 1 January 1985 - 31 January 2025
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)

Loading data
Please wait
Swipe left to see all data
Margaritaville Edge Select Moderate
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-29.58 30 Nov 2007
Apr 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-20.56 27 Jan 2022
Mar 2024
-15.42 38 Sep 2000
Oct 2003
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-10.96 6 Feb 2020
Jul 2020
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-9.65 10 May 2011
Feb 2012
-7.97 5 Jul 1998
Nov 1998
-7.17 7 Sep 2018
Mar 2019

Loading data
Please wait
Swipe left to see all data
Margaritaville Edge Select Moderate
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-29.58 30 Nov 2007
Apr 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-20.56 27 Jan 2022
Mar 2024
-15.42 38 Sep 2000
Oct 2003
-15.26 16 Sep 1987
Dec 1988
-15.03 14 Sep 1987
Oct 1988
-14.53 14 Jan 1990
Feb 1991
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-10.96 6 Feb 2020
Jul 2020
-10.40 7 Aug 1990
Feb 1991
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 January 2025 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

Swipe left to see all data
Margaritaville Edge Select Moderate
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.61 0.00 1.83 0.00
2024
 10.48 -2.90 10.54 -2.94
2023
 15.17 -7.90 16.31 -7.35
2022
 -16.10 -21.96 -16.06 -20.56
2021
 13.33 -2.96 9.66 -2.75
2020
 14.40 -14.40 13.88 -10.96
2019
 20.39 -3.64 19.44 -3.06
2018
 -6.92 -9.97 -4.47 -7.17
2017
 17.22 0.00 15.00 0.00
2016
 7.53 -3.63 7.31 -2.51
2015
 -2.03 -8.70 -1.02 -6.05
2014
 3.95 -3.16 6.15 -2.15
2013
 13.25 -4.31 12.89 -2.80
2012
 13.94 -5.67 11.74 -4.35
2011
 0.08 -12.82 1.36 -9.65
2010
 11.85 -8.08 11.88 -5.89
2009
 25.18 -13.70 21.52 -11.06
2008
 -26.90 -30.74 -18.62 -22.60
2007
 10.88 -2.84 8.20 -2.71
2006
 14.22 -2.59 12.10 -2.46
2005
 8.11 -2.37 6.80 -2.45
2004
 13.95 -3.39 10.27 -2.82
2003
 26.41 -2.95 21.24 -1.84
2002
 -6.46 -11.78 -5.21 -10.16
2001
 -7.87 -14.71 -2.83 -10.45
2000
 -2.92 -8.17 -1.46 -6.21
1999
 16.49 -2.94 14.10 -2.41
1998
 16.12 -9.72 14.87 -7.97
1997
 14.48 -4.68 14.53 -4.08
1996
 9.11 -2.95 10.99 -2.45
1995
 21.08 -0.70 22.46 -0.02
1994
 1.10 -5.54 -0.46 -5.84
1993
 18.69 -4.43 17.25 -2.24
1992
 1.10 -5.71 4.97 -2.63
1991
 20.28 -3.87 28.12 -3.00
1990
 -7.54 -14.53 -1.02 -10.40
1989
 19.01 -1.19 23.35 -0.80
1988
 16.51 -3.08 14.65 -2.43
1987
 10.87 -15.03 4.00 -15.26
1986
 31.94 -5.15 21.58 -4.43
1985
 35.93 -1.79 29.83 -1.40
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book