+820.4%
MOD vs RUN
-83.2%
+903.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.9% |
| 7D | +8.2% | +3.2% | +5.0% | +7.4% |
| 30D | -38.2% | +19.5% | -57.7% | -40.2% |
| 3M | -46.2% | -9.6% | -36.6% | -45.8% |
| 6M | -62.5% | -37.3% | -25.2% | -60.4% |
| YTD | -20.1% | -50.7% | +30.6% | -14.6% |
| 1Y | -29.7% | -54.1% | +24.4% | -24.1% |
| 3Y | +136.2% | -3.9% | +140.1% | +90.3% |
| 5Y | +820.4% | -84.4% | +904.8% | +842.4% |
| All | +820.4% | -83.2% | +903.6% | +842.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling