+13.8%
MSCI vs RUN
-57.8%
+71.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.5% | -1.4% |
| 7D | -0.7% | -13.7% | +13.0% | -0.5% |
| 30D | +16.2% | +9.4% | +6.8% | +15.7% |
| 3M | +16.1% | -13.4% | +29.5% | +15.8% |
| 6M | +12.9% | -39.6% | +52.5% | +13.3% |
| YTD | +14.8% | -53.7% | +68.5% | +15.3% |
| 1Y | +13.8% | -56.2% | +70.0% | +14.6% |
| All | +13.8% | -57.8% | +71.6% | +14.6% |
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