+36.1%
MAS vs RUN
-45.6%
+81.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.7% |
| 7D | +2.4% | +33.4% | -31.1% | -3.2% |
| 30D | +19.8% | +31.1% | -11.3% | +13.5% |
| 3M | +9.8% | +6.4% | +3.4% | +7.7% |
| 6M | +15.8% | -22.2% | +38.0% | +18.7% |
| YTD | +31.8% | -45.8% | +77.6% | +36.4% |
| All | +36.1% | -45.6% | +81.7% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling