+433.8%
MAR vs RUN
+42.2%
+391.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -0.5% | -3.7% | +3.2% | -0.2% |
| 30D | -5.4% | -13.0% | +7.6% | -4.2% |
| 3M | -15.5% | -31.8% | +16.3% | -12.7% |
| 6M | +3.0% | -32.2% | +35.2% | +5.8% |
| YTD | +8.5% | -53.5% | +62.0% | +14.5% |
| 1Y | +26.0% | -46.5% | +72.5% | +29.6% |
| 3Y | +68.6% | -37.6% | +106.2% | +47.6% |
| 5Y | +157.4% | -80.9% | +238.2% | +147.7% |
| All | +433.8% | +42.2% | +391.6% | +229.6% |
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