+20.9%
MS vs RUN
-53.7%
+74.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +3.0% | +4.1% |
| 7D | +2.6% | +18.5% | -15.8% | +0.2% |
| 30D | +2.6% | +15.5% | -12.9% | +0.4% |
| 3M | -10.1% | -20.3% | +10.2% | -7.8% |
| 6M | +4.4% | -30.8% | +35.2% | +8.3% |
| YTD | +11.7% | -52.2% | +64.0% | +20.3% |
| 1Y | +20.9% | -53.9% | +74.8% | +30.4% |
| All | +20.9% | -53.7% | +74.7% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling