+215.9%
MAS vs RUN
+102.4%
+113.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | +2.0% | +33.4% | -31.5% | -2.2% |
| 30D | +19.4% | +31.1% | -11.8% | +14.6% |
| 3M | +9.4% | +6.4% | +3.0% | +7.9% |
| 6M | +15.3% | -22.2% | +37.5% | +17.9% |
| YTD | +31.3% | -45.8% | +77.1% | +38.2% |
| 1Y | +34.9% | -51.1% | +86.0% | +43.1% |
| 3Y | +58.6% | -3.0% | +61.6% | +31.0% |
| 5Y | +40.7% | -82.2% | +122.9% | +38.7% |
| All | +215.9% | +102.4% | +113.4% | +87.3% |
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