+49.3%
MOH vs RUN
-53.7%
+103.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.3% | +7.7% | +9.0% |
| 7D | +14.3% | +18.5% | -4.2% | +14.9% |
| 30D | +16.7% | +15.5% | +1.2% | +17.1% |
| 3M | +18.3% | -20.3% | +38.6% | +16.8% |
| 6M | +15.8% | -30.8% | +46.6% | +13.3% |
| YTD | +30.5% | -52.2% | +82.7% | +24.0% |
| 1Y | +49.3% | -53.9% | +103.1% | +41.7% |
| All | +49.3% | -53.7% | +103.0% | +41.7% |
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