+62.4%
MSFT vs RUN
-85.3%
+147.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -1.3% | -13.5% | +12.3% | -0.4% |
| 30D | -1.8% | +18.3% | -20.1% | -3.2% |
| 3M | +5.6% | -12.5% | +18.1% | +6.2% |
| 6M | +29.8% | -40.3% | +70.1% | +33.3% |
| YTD | +9.0% | -53.1% | +62.1% | +12.7% |
| 1Y | +4.9% | -54.3% | +59.2% | +8.5% |
| 3Y | +46.2% | -6.5% | +52.7% | +26.7% |
| All | +62.4% | -85.3% | +147.7% | +79.4% |
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