+1,064.5%
MOD vs RUN
+68.6%
+995.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.3% | +26.6% | +27.6% |
| 7D | +40.4% | -13.5% | +53.9% | +43.8% |
| 30D | -14.0% | +18.3% | -32.3% | -17.1% |
| 3M | -33.3% | -12.5% | -20.9% | -32.5% |
| 6M | -51.4% | -40.3% | -11.1% | -47.8% |
| YTD | +1.6% | -53.1% | +54.7% | +10.7% |
| 1Y | +5.4% | -54.3% | +59.6% | +15.1% |
| 3Y | +191.0% | -6.5% | +197.5% | +130.2% |
| 5Y | +1,093.1% | -85.3% | +1,178.4% | +1,132.8% |
| All | +1,064.5% | +68.6% | +995.9% | +553.4% |
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