+768.4%
MSI vs RUN
-31.9%
+800.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | -3.7% | +1.3% | -4.9% | -3.8% |
| 30D | +6.8% | -15.3% | +22.1% | +7.8% |
| 3M | +14.3% | -40.0% | +54.3% | +17.6% |
| 6M | -1.6% | -27.0% | +25.4% | -0.5% |
| YTD | +22.8% | -51.7% | +74.5% | +26.4% |
| 1Y | -1.1% | -45.9% | +44.8% | +0.2% |
| 3Y | +70.5% | -43.8% | +114.2% | +56.6% |
| 5Y | +102.8% | -80.5% | +183.3% | +95.8% |
| 10Y | +597.4% | +45.3% | +552.2% | +404.2% |
| All | +768.4% | -31.9% | +800.3% | +539.7% |
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