+1,180.2%
MSFT vs RUN
-34.8%
+1,215.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.4% | +0.9% |
| 7D | -2.4% | -13.7% | +11.3% | -1.2% |
| 30D | -3.8% | +9.4% | -13.1% | -4.9% |
| 3M | +6.4% | -13.4% | +19.8% | +7.2% |
| 6M | +28.8% | -39.6% | +68.4% | +33.2% |
| YTD | +8.8% | -53.7% | +62.5% | +13.7% |
| 1Y | +3.2% | -56.2% | +59.3% | +8.1% |
| 3Y | +44.8% | -9.7% | +54.5% | +24.4% |
| 5Y | +61.8% | -85.5% | +147.3% | +62.6% |
| 10Y | +897.9% | +66.7% | +831.2% | +617.7% |
| All | +1,180.2% | -34.8% | +1,215.0% | +844.4% |
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 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