+810.2%
MS vs RUN
+43.6%
+766.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +1.4% | +1.3% | +0.1% | +1.2% |
| 30D | -0.3% | -15.3% | +15.0% | +1.6% |
| 3M | +0.3% | -40.0% | +40.3% | +6.1% |
| 6M | +31.3% | -27.0% | +58.3% | +34.8% |
| YTD | +24.7% | -51.7% | +76.3% | +32.8% |
| 1Y | +47.9% | -45.9% | +93.8% | +53.9% |
| 3Y | +178.3% | -43.8% | +222.1% | +147.7% |
| 5Y | +144.9% | -80.5% | +225.4% | +137.2% |
| All | +810.2% | +43.6% | +766.6% | +415.9% |
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 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