+578.8%
MS vs RUN
+133.0%
+445.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.4% |
| 7D | +0.7% | +18.1% | -17.3% | -1.5% |
| 30D | -0.9% | +27.5% | -28.4% | -4.2% |
| 3M | -13.0% | -4.5% | -8.5% | -13.1% |
| 6M | -2.0% | -33.3% | +31.4% | +1.7% |
| YTD | +7.8% | -47.1% | +54.8% | +13.0% |
| 1Y | +17.9% | -43.1% | +61.0% | +22.2% |
| 3Y | +174.8% | -3.0% | +177.8% | +124.8% |
| 5Y | +119.9% | -82.6% | +202.5% | +118.7% |
| 10Y | +578.8% | +103.3% | +475.5% | +272.6% |
| All | +578.8% | +133.0% | +445.8% | +272.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling