+862.1%
MSCI vs RUN
-31.9%
+894.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | +0.6% | -15.3% | +15.8% | +2.1% |
| 3M | -7.1% | -40.0% | +32.9% | -2.5% |
| 6M | +0.8% | -27.0% | +27.8% | +2.8% |
| YTD | +1.0% | -51.7% | +52.7% | +6.2% |
| 1Y | +4.3% | -45.9% | +50.2% | +6.9% |
| 3Y | +9.9% | -43.8% | +53.7% | -3.1% |
| 5Y | -6.8% | -80.5% | +73.7% | -10.4% |
| 10Y | +614.7% | +45.3% | +569.4% | +405.2% |
| All | +862.1% | -31.9% | +894.0% | +597.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling