+567.0%
MAR vs RUN
-33.9%
+600.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | +1.6% | -13.5% | +15.1% | +2.9% |
| 30D | +13.8% | +18.3% | -4.5% | +11.7% |
| 3M | +20.3% | -12.5% | +32.8% | +21.1% |
| 6M | +21.3% | -40.3% | +61.6% | +25.8% |
| YTD | +37.2% | -53.1% | +90.3% | +43.4% |
| 1Y | +48.4% | -54.3% | +102.7% | +55.1% |
| 3Y | +120.1% | -6.5% | +126.6% | +86.7% |
| 5Y | +182.1% | -85.3% | +267.4% | +181.9% |
| 10Y | +530.2% | +68.9% | +461.3% | +349.5% |
| All | +567.0% | -33.9% | +600.9% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling