+885.0%
MSFT vs RUN
+43.6%
+841.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | 0.0% |
| 7D | -1.0% | -1.8% | +0.7% | -0.9% |
| 30D | -2.7% | -10.8% | +8.2% | -1.7% |
| 3M | +22.1% | -30.2% | +52.3% | +25.6% |
| 6M | +20.6% | -22.3% | +42.9% | +22.0% |
| YTD | +2.3% | -52.2% | +54.5% | +7.3% |
| 1Y | -0.5% | -45.1% | +44.6% | +2.2% |
| 3Y | +50.5% | -37.1% | +87.6% | +33.4% |
| 5Y | +72.3% | -80.3% | +152.6% | +67.3% |
| 10Y | +885.0% | +45.2% | +839.8% | +530.5% |
| All | +885.0% | +43.6% | +841.5% | +530.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling