+656.8%
MS vs RUN
-31.9%
+688.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | +0.3% | -40.0% | +40.3% | +5.8% |
| 6M | +31.3% | -27.0% | +58.3% | +34.6% |
| YTD | +24.7% | -51.7% | +76.3% | +32.4% |
| 1Y | +47.9% | -45.9% | +93.8% | +53.7% |
| 3Y | +178.3% | -43.8% | +222.1% | +150.2% |
| 5Y | +144.9% | -80.5% | +225.4% | +137.1% |
| 10Y | +804.5% | +45.3% | +759.3% | +492.9% |
| All | +656.8% | -31.9% | +688.7% | +405.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling