+176.8%
MS vs RUN
-2.6%
+179.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.4% |
| 7D | -1.7% | +3.2% | -4.9% | -2.1% |
| 30D | +0.9% | +19.5% | -18.6% | -0.5% |
| 3M | -10.8% | -9.6% | -1.3% | -10.6% |
| 6M | +0.9% | -37.3% | +38.2% | +3.2% |
| YTD | +9.8% | -50.7% | +60.5% | +13.1% |
| 1Y | +17.1% | -54.1% | +71.2% | +20.9% |
| All | +176.8% | -2.6% | +179.3% | +143.9% |
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 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