+71.4%
MSFT vs RUN
-80.3%
+151.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.4% |
| 7D | -1.4% | +10.2% | -11.6% | -2.1% |
| 30D | -1.0% | -9.6% | +8.6% | -0.4% |
| 3M | +20.2% | -31.5% | +51.7% | +22.8% |
| 6M | +21.3% | -18.7% | +40.0% | +22.0% |
| YTD | +2.8% | -49.9% | +52.7% | +6.1% |
| 1Y | 0.0% | -45.5% | +45.5% | +2.1% |
| 3Y | +51.2% | -34.1% | +85.3% | +37.6% |
| 5Y | +71.4% | -79.4% | +150.9% | +72.3% |
| All | +71.4% | -80.3% | +151.7% | +72.3% |
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 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