-2.7%
MSCI vs RUN
-49.0%
+46.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.7% | -7.5% | -3.8% |
| 7D | -2.1% | +10.2% | -12.2% | -2.1% |
| 30D | -1.7% | -9.6% | +7.9% | -1.7% |
| 3M | -8.2% | -31.5% | +23.3% | -7.9% |
| 6M | -2.4% | -18.7% | +16.3% | -2.3% |
| YTD | -2.8% | -49.9% | +47.1% | -2.2% |
| 1Y | -2.7% | -45.5% | +42.8% | -1.0% |
| All | -2.7% | -49.0% | +46.3% | -1.0% |
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