+122.0%
MS vs RUN
-85.5%
+207.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.2% |
| 7D | +3.7% | -13.7% | +17.4% | +5.0% |
| 30D | +2.0% | +9.4% | -7.4% | +0.7% |
| 3M | -12.6% | -13.4% | +0.9% | -11.9% |
| 6M | -0.3% | -39.6% | +39.3% | +3.4% |
| YTD | +9.0% | -53.7% | +62.7% | +14.3% |
| 1Y | +13.9% | -56.2% | +70.0% | +19.8% |
| 3Y | +173.6% | -9.7% | +183.4% | +134.7% |
| 5Y | +122.0% | -85.5% | +207.4% | +120.3% |
| All | +122.0% | -85.5% | +207.5% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling