+662.2%
MSI vs RUN
+66.4%
+595.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | -0.5% |
| 7D | +2.6% | -13.7% | +16.3% | +3.5% |
| 30D | +18.1% | +9.4% | +8.8% | +17.2% |
| 3M | +13.2% | -13.4% | +26.6% | +13.9% |
| 6M | +36.3% | -39.6% | +75.8% | +39.8% |
| YTD | +39.5% | -53.7% | +93.2% | +43.8% |
| 1Y | +36.9% | -56.2% | +93.1% | +41.4% |
| 3Y | +76.1% | -9.7% | +85.8% | +51.8% |
| 5Y | +123.7% | -85.5% | +209.2% | +124.5% |
| All | +662.2% | +66.4% | +595.8% | +386.1% |
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