-32.6%
MOD vs RUN
-53.7%
+21.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.3% | -22.7% | -21.7% |
| 7D | -31.3% | +18.5% | -49.8% | -33.9% |
| 30D | -46.1% | +15.5% | -61.6% | -47.9% |
| 3M | -51.1% | -20.3% | -30.8% | -49.1% |
| 6M | -62.1% | -30.8% | -31.3% | -59.6% |
| YTD | -26.2% | -52.2% | +26.1% | -22.8% |
| 1Y | -32.6% | -53.9% | +21.3% | -29.5% |
| All | -32.6% | -53.7% | +21.2% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling