+22.5%
MA vs RUN
-53.7%
+76.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.7% | +4.0% |
| 7D | +10.2% | +18.5% | -8.2% | +10.5% |
| 30D | +19.3% | +15.5% | +3.8% | +19.6% |
| 3M | +18.0% | -20.3% | +38.3% | +17.1% |
| 6M | +33.7% | -30.8% | +64.5% | +32.4% |
| YTD | +18.6% | -52.2% | +70.8% | +16.9% |
| 1Y | +22.5% | -53.9% | +76.4% | +20.8% |
| All | +22.5% | -53.7% | +76.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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