+895.6%
MSI vs RUN
-30.6%
+926.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.2% |
| 7D | +7.7% | +3.2% | +4.5% | +7.4% |
| 30D | +19.9% | +19.5% | +0.4% | +18.3% |
| 3M | +14.9% | -9.6% | +24.5% | +15.3% |
| 6M | +37.2% | -37.3% | +74.6% | +40.3% |
| YTD | +40.8% | -50.7% | +91.5% | +44.4% |
| 1Y | +38.1% | -54.1% | +92.2% | +42.1% |
| 3Y | +77.7% | -3.9% | +81.6% | +54.9% |
| 5Y | +129.0% | -84.4% | +213.4% | +127.0% |
| 10Y | +671.3% | +77.5% | +593.8% | +452.4% |
| All | +895.6% | -30.6% | +926.2% | +630.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling