+34.1%
MSCI vs RUN
-8.7%
+42.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.3% |
| 7D | +2.8% | +33.4% | -30.6% | +2.0% |
| 30D | +15.4% | +31.1% | -15.7% | +14.5% |
| 3M | +13.4% | +6.4% | +7.0% | +13.0% |
| 6M | +10.9% | -22.2% | +33.1% | +11.3% |
| YTD | +13.0% | -45.8% | +58.7% | +13.9% |
| 1Y | +12.0% | -51.1% | +63.2% | +13.2% |
| 3Y | +34.1% | -3.0% | +37.1% | +24.3% |
| All | +34.1% | -8.7% | +42.8% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling