+227.9%
MAS vs RUN
-31.9%
+259.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | +4.4% | -40.0% | +44.5% | +10.7% |
| 6M | +7.2% | -27.0% | +34.2% | +10.5% |
| YTD | +16.1% | -51.7% | +67.8% | +24.0% |
| 1Y | +0.1% | -45.9% | +46.0% | +4.3% |
| 3Y | +28.3% | -43.8% | +72.1% | +16.6% |
| 5Y | +30.5% | -80.5% | +110.9% | +26.9% |
| 10Y | +139.1% | +45.3% | +93.9% | +72.5% |
| All | +227.9% | -31.9% | +259.9% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling