+568.4%
MA vs RUN
+94.0%
+474.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.6% | +11.0% | +1.3% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | +11.8% | +14.0% | -2.2% | +10.3% |
| 3M | +17.2% | -11.8% | +28.9% | +17.8% |
| 6M | +33.4% | -40.4% | +73.8% | +37.7% |
| YTD | +16.1% | -52.7% | +68.8% | +20.3% |
| 1Y | +19.9% | -52.5% | +72.4% | +23.8% |
| 3Y | +70.1% | -7.7% | +77.8% | +42.1% |
| 5Y | +89.6% | -83.9% | +173.5% | +88.8% |
| 10Y | +568.4% | +84.9% | +483.5% | +293.0% |
| All | +568.4% | +94.0% | +474.4% | +293.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling