+8.9%
MAS vs RUN
-5.5%
+14.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +12.3% | -15.7% | -5.6% |
| 7D | +4.6% | +30.0% | -25.5% | -1.6% |
| 30D | +19.9% | +27.0% | -7.2% | +13.1% |
| 3M | +8.9% | -5.9% | +14.8% | +10.2% |
| All | +8.9% | -5.5% | +14.4% | +10.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling