+27.9%
MAS vs RUN
-33.0%
+60.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.4% | +5.4% |
| 7D | +14.2% | +18.5% | -4.3% | +9.9% |
| 30D | +26.8% | +15.5% | +11.3% | +22.4% |
| 3M | +13.1% | -20.3% | +33.4% | +17.5% |
| 6M | +27.9% | -30.8% | +58.7% | +32.9% |
| All | +27.9% | -33.0% | +60.9% | +32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling