+19.0%
MSCI vs RUN
-53.7%
+72.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.4% |
| 7D | +11.5% | +18.5% | -7.0% | +11.1% |
| 30D | +22.1% | +15.5% | +6.6% | +21.6% |
| 3M | +18.4% | -20.3% | +38.7% | +18.2% |
| 6M | +16.6% | -30.8% | +47.4% | +16.7% |
| YTD | +18.8% | -52.2% | +71.1% | +19.4% |
| 1Y | +19.0% | -53.9% | +72.9% | +19.5% |
| All | +19.0% | -53.7% | +72.7% | +19.5% |
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