+160.4%
MS vs RUN
-8.7%
+169.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.6% |
| 7D | -1.6% | +33.4% | -35.0% | -3.5% |
| 30D | -3.8% | +31.1% | -34.9% | -5.7% |
| 3M | -14.6% | +6.4% | -21.0% | -15.2% |
| 6M | -5.1% | -22.2% | +17.1% | -4.2% |
| YTD | +4.5% | -45.8% | +50.3% | +7.1% |
| 1Y | +13.5% | -51.1% | +64.7% | +16.7% |
| 3Y | +160.4% | -3.0% | +163.4% | +128.2% |
| All | +160.4% | -8.7% | +169.1% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling