-11.4%
MSCI vs RUN
-80.3%
+68.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.7% | -7.5% | -4.1% |
| 7D | -2.1% | +10.2% | -12.2% | -3.0% |
| 30D | -1.7% | -9.6% | +7.9% | -1.0% |
| 3M | -8.2% | -31.5% | +23.3% | -5.6% |
| 6M | -2.4% | -18.7% | +16.3% | -1.9% |
| YTD | -2.8% | -49.9% | +47.1% | +1.0% |
| 1Y | -2.7% | -45.5% | +42.8% | -0.6% |
| 3Y | +7.3% | -34.1% | +41.4% | -7.9% |
| 5Y | -11.4% | -79.4% | +68.0% | -11.2% |
| All | -11.4% | -80.3% | +68.9% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling