+67.5%
MAS vs RUN
-19.6%
+87.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.4% | +5.5% |
| 7D | +14.2% | +18.5% | -4.3% | +12.0% |
| 30D | +26.8% | +15.5% | +11.3% | +24.6% |
| 3M | +13.1% | -20.3% | +33.4% | +15.5% |
| 6M | +27.9% | -30.8% | +58.7% | +32.0% |
| YTD | +38.7% | -52.2% | +90.9% | +46.2% |
| 1Y | +40.4% | -53.9% | +94.3% | +47.9% |
| All | +67.5% | -19.6% | +87.0% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling