+278.1%
MAS vs RUN
-24.4%
+302.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +12.3% | -15.7% | -5.0% |
| 7D | +4.6% | +30.0% | -25.5% | +0.9% |
| 30D | +19.9% | +27.0% | -7.2% | +16.0% |
| 3M | +8.9% | -5.9% | +14.8% | +9.1% |
| 6M | +20.2% | -26.7% | +46.8% | +23.5% |
| YTD | +33.9% | -46.4% | +80.2% | +40.5% |
| 1Y | +34.7% | -52.1% | +86.7% | +42.5% |
| 3Y | +60.4% | -8.9% | +69.3% | +37.1% |
| 5Y | +43.5% | -82.4% | +125.9% | +41.0% |
| 10Y | +226.7% | +109.6% | +117.1% | +130.0% |
| All | +278.1% | -24.4% | +302.6% | +172.9% |
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 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