+32.4%
MSFU vs RUN
-38.9%
+71.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.7% | -4.1% |
| 7D | -5.7% | +1.3% | -6.9% | -5.8% |
| 30D | +4.2% | -15.3% | +19.4% | +4.9% |
| 3M | +27.9% | -40.0% | +67.9% | +30.9% |
| 6M | +37.1% | -27.0% | +64.1% | +38.6% |
| YTD | -7.4% | -51.7% | +44.3% | -4.5% |
| 1Y | -19.6% | -45.9% | +26.3% | -17.6% |
| All | +32.4% | -38.9% | +71.3% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling