+1,123.2%
MSFT vs RUN
-31.9%
+1,155.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -2.7% | +1.3% | -3.9% | -2.8% |
| 30D | +2.7% | -15.3% | +18.0% | +4.0% |
| 3M | +17.0% | -40.0% | +57.0% | +21.7% |
| 6M | +23.8% | -27.0% | +50.8% | +26.0% |
| YTD | +4.0% | -51.7% | +55.7% | +8.7% |
| 1Y | -0.8% | -45.9% | +45.1% | +1.8% |
| 3Y | +55.6% | -43.8% | +99.4% | +41.6% |
| 5Y | +72.9% | -80.5% | +153.4% | +68.0% |
| 10Y | +875.8% | +45.3% | +830.5% | +606.4% |
| All | +1,123.2% | -31.9% | +1,155.1% | +803.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling