+70.7%
MSFU vs RUN
-73.3%
+144.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.6% |
| 7D | -2.3% | -1.8% | -0.6% | -2.2% |
| 30D | -6.3% | -10.8% | +4.6% | -5.5% |
| 3M | +40.0% | -30.2% | +70.1% | +43.0% |
| 6M | +30.1% | -22.3% | +52.4% | +31.4% |
| YTD | -10.3% | -52.2% | +41.8% | -6.5% |
| 1Y | -19.0% | -45.1% | +26.1% | -16.6% |
| 3Y | +25.8% | -37.1% | +62.9% | +16.6% |
| All | +70.7% | -73.3% | +144.1% | +102.5% |
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