+33.8%
MAS vs RUN
-42.7%
+76.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | -0.8% | +1.3% | -2.0% | -0.9% |
| 30D | -5.6% | -15.3% | +9.7% | -3.9% |
| 3M | +4.4% | -40.0% | +44.5% | +10.0% |
| 6M | +7.2% | -27.0% | +34.2% | +10.2% |
| YTD | +16.1% | -51.7% | +67.8% | +22.9% |
| 1Y | +0.1% | -45.9% | +46.0% | +3.8% |
| All | +33.8% | -42.7% | +76.5% | +15.5% |
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