+597.6%
MSI vs RUN
+43.4%
+554.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.0% |
| 7D | -1.8% | -3.4% | +1.6% | -1.6% |
| 30D | -0.6% | -14.0% | +13.3% | +0.3% |
| 3M | +13.0% | -27.5% | +40.5% | +15.0% |
| 6M | +0.5% | -29.0% | +29.5% | +1.9% |
| YTD | +21.7% | -53.1% | +74.8% | +25.7% |
| 1Y | -2.6% | -46.7% | +44.1% | -1.1% |
| 3Y | +69.7% | -38.3% | +108.0% | +52.6% |
| 5Y | +102.8% | -80.7% | +183.5% | +95.6% |
| All | +597.6% | +43.4% | +554.3% | +340.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling