+128.2%
MOD vs RUN
-12.5%
+140.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.6% | +7.7% | -1.6% |
| 7D | -17.8% | +0.3% | -18.2% | -18.2% |
| 30D | -43.2% | +14.0% | -57.2% | -44.5% |
| 3M | -46.0% | -11.8% | -34.3% | -45.5% |
| 6M | -62.2% | -40.4% | -21.9% | -60.2% |
| YTD | -22.8% | -52.7% | +29.9% | -18.2% |
| 1Y | -35.5% | -52.5% | +17.1% | -31.7% |
| 3Y | +128.2% | -7.7% | +136.0% | +91.6% |
| All | +128.2% | -12.5% | +140.7% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling