-0.9%
MSFT vs RUN
-45.7%
+44.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.2% |
| 7D | -1.0% | -1.8% | +0.7% | -0.9% |
| 30D | -2.7% | -10.8% | +8.2% | -2.0% |
| 3M | +22.1% | -30.2% | +52.3% | +24.3% |
| 6M | +20.6% | -22.3% | +42.9% | +21.3% |
| YTD | +2.3% | -52.2% | +54.5% | +7.3% |
| All | -0.9% | -45.7% | +44.7% | +3.7% |
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