+505.6%
MA vs RUN
+46.3%
+459.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.7% |
| 7D | -1.8% | +10.2% | -11.9% | -2.6% |
| 30D | +1.4% | -9.6% | +11.0% | +2.1% |
| 3M | +17.7% | -31.5% | +49.2% | +20.8% |
| 6M | +9.7% | -18.7% | +28.4% | +10.2% |
| YTD | +0.5% | -49.9% | +50.4% | +4.0% |
| 1Y | -2.1% | -45.5% | +43.4% | -0.2% |
| 3Y | +40.1% | -34.1% | +74.2% | +22.7% |
| 5Y | +67.5% | -79.4% | +146.9% | +60.4% |
| 10Y | +505.6% | +48.9% | +456.7% | +260.3% |
| All | +505.6% | +46.3% | +459.3% | +260.3% |
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