+35.7%
MSFU vs RUN
-8.5%
+44.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +5.6% |
| 7D | +14.6% | +18.1% | -3.5% | +13.5% |
| 30D | +2.1% | +27.5% | -25.4% | +0.6% |
| 3M | +14.7% | -4.5% | +19.2% | +14.7% |
| 6M | +55.7% | -33.3% | +89.0% | +58.3% |
| YTD | +7.1% | -47.1% | +54.2% | +9.9% |
| 1Y | -0.5% | -43.1% | +42.6% | +1.8% |
| 3Y | +35.7% | -3.0% | +38.7% | +33.8% |
| All | +35.7% | -8.5% | +44.2% | +33.8% |
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