+183.5%
MAR vs RUN
-85.3%
+268.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.4% |
| 7D | +1.6% | -13.5% | +15.1% | +2.5% |
| 30D | +13.8% | +18.3% | -4.5% | +12.3% |
| 3M | +20.3% | -12.5% | +32.8% | +20.8% |
| 6M | +21.3% | -40.3% | +61.6% | +24.5% |
| YTD | +37.2% | -53.1% | +90.3% | +41.6% |
| 1Y | +48.4% | -54.3% | +102.7% | +53.2% |
| 3Y | +120.1% | -6.5% | +126.6% | +91.3% |
| All | +183.5% | -85.3% | +268.8% | +193.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling