+214.8%
MAS vs RUN
+94.0%
+120.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.6% | +9.3% | +0.2% |
| 7D | +3.6% | +0.3% | +3.2% | +3.3% |
| 30D | +23.8% | +14.0% | +9.8% | +21.0% |
| 3M | +14.4% | -11.8% | +26.2% | +15.6% |
| 6M | +19.7% | -40.4% | +60.1% | +26.9% |
| YTD | +36.0% | -52.7% | +88.6% | +45.7% |
| 1Y | +40.4% | -52.5% | +92.9% | +49.8% |
| 3Y | +58.9% | -7.7% | +66.7% | +31.9% |
| 5Y | +44.5% | -83.9% | +128.4% | +44.3% |
| 10Y | +214.8% | +84.9% | +129.8% | +86.6% |
| All | +214.8% | +94.0% | +120.8% | +86.6% |
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