-35.2%
MOD vs RUN
-51.5%
+16.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.5% |
| 7D | -25.5% | +33.4% | -59.0% | -29.9% |
| 30D | -49.0% | +31.1% | -80.1% | -51.9% |
| 3M | -49.8% | +6.4% | -56.2% | -50.6% |
| 6M | -64.8% | -22.2% | -42.6% | -63.4% |
| YTD | -27.6% | -45.8% | +18.1% | -26.3% |
| 1Y | -35.2% | -51.1% | +15.9% | -34.2% |
| All | -35.2% | -51.5% | +16.3% | -34.2% |
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