+51.2%
MSFT vs RUN
-35.6%
+86.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.2% |
| 7D | -1.4% | +10.2% | -11.6% | -1.7% |
| 30D | -1.0% | -9.6% | +8.6% | -0.8% |
| 3M | +20.2% | -31.5% | +51.7% | +21.1% |
| 6M | +21.3% | -18.7% | +40.0% | +21.6% |
| YTD | +2.8% | -49.9% | +52.7% | +4.2% |
| 1Y | 0.0% | -45.5% | +45.5% | +1.1% |
| 3Y | +51.2% | -34.1% | +85.3% | +51.8% |
| All | +51.2% | -35.6% | +86.8% | +51.8% |
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