+85.8%
MSFU vs RUN
-72.5%
+158.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.1% | -8.9% | -5.0% |
| 7D | -12.7% | +3.2% | -15.9% | -13.0% |
| 30D | -9.0% | +19.5% | -28.5% | -10.4% |
| 3M | +2.9% | -9.6% | +12.5% | +3.3% |
| 6M | +43.5% | -37.3% | +80.9% | +47.3% |
| YTD | -2.4% | -50.7% | +48.3% | +1.2% |
| 1Y | -13.5% | -54.1% | +40.6% | -10.0% |
| 3Y | +19.2% | -3.9% | +23.1% | +4.3% |
| All | +85.8% | -72.5% | +158.3% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling