+72.2%
MSFU vs RUN
-72.1%
+144.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -2.6% |
| 7D | -3.2% | +10.2% | -13.3% | -3.9% |
| 30D | -3.1% | -9.6% | +6.5% | -2.5% |
| 3M | +35.3% | -31.5% | +66.8% | +38.4% |
| 6M | +31.6% | -18.7% | +50.3% | +32.5% |
| YTD | -9.5% | -49.9% | +40.4% | -6.0% |
| 1Y | -18.4% | -45.5% | +27.1% | -16.0% |
| 3Y | +26.9% | -34.1% | +61.0% | +17.2% |
| All | +72.2% | -72.1% | +144.3% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling