+43.1%
MOD vs RUN
-46.2%
+89.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.4% |
| 7D | +9.6% | +1.3% | +8.3% | +9.2% |
| 30D | 0.0% | -15.3% | +15.3% | +3.2% |
| 3M | -35.4% | -40.0% | +4.6% | -29.1% |
| 6M | -7.3% | -27.0% | +19.7% | -1.8% |
| YTD | +45.8% | -51.7% | +97.5% | +54.9% |
| 1Y | +43.1% | -45.9% | +89.0% | +50.9% |
| All | +43.1% | -46.2% | +89.3% | +50.9% |
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