+5.4%
MOD vs RUN
-55.1%
+60.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.3% | +26.6% | +27.6% |
| 7D | +40.4% | -13.5% | +53.9% | +44.3% |
| 30D | -14.0% | +18.3% | -32.3% | -18.2% |
| 3M | -33.3% | -12.5% | -20.9% | -31.9% |
| 6M | -51.4% | -40.3% | -11.1% | -46.5% |
| YTD | +1.6% | -53.1% | +54.7% | +5.6% |
| 1Y | +5.4% | -54.3% | +59.6% | +9.7% |
| All | +5.4% | -55.1% | +60.5% | +9.7% |
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 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