+966.8%
MOD vs RUN
+133.0%
+833.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.4% | +12.3% | +10.3% |
| 7D | -13.9% | +18.1% | -32.0% | -16.7% |
| 30D | -41.5% | +27.5% | -69.0% | -44.3% |
| 3M | -45.7% | -4.5% | -41.2% | -45.8% |
| 6M | -61.1% | -33.3% | -27.8% | -58.9% |
| YTD | -20.5% | -47.1% | +26.6% | -15.1% |
| 1Y | -32.1% | -43.1% | +11.0% | -28.5% |
| 3Y | +146.5% | -3.0% | +149.4% | +93.9% |
| 5Y | +812.7% | -82.6% | +895.3% | +815.0% |
| 10Y | +966.8% | +103.3% | +863.5% | +481.4% |
| All | +966.8% | +133.0% | +833.8% | +481.4% |
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