+13.5%
MS vs RUN
-51.5%
+65.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.7% |
| 7D | -1.6% | +33.4% | -35.0% | -5.5% |
| 30D | -3.8% | +31.1% | -34.9% | -7.5% |
| 3M | -14.6% | +6.4% | -21.0% | -15.8% |
| 6M | -5.1% | -22.2% | +17.1% | -3.0% |
| YTD | +4.5% | -45.8% | +50.3% | +10.7% |
| 1Y | +13.5% | -51.1% | +64.7% | +21.5% |
| All | +13.5% | -51.5% | +65.1% | +21.5% |
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