-6.3%
MOS vs RUN
+68.6%
-74.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -2.0% | -13.5% | +11.6% | +0.2% |
| 30D | +15.3% | +18.3% | -3.0% | +11.8% |
| 3M | +1.5% | -12.5% | +14.0% | +3.0% |
| 6M | -2.0% | -40.3% | +38.3% | +4.7% |
| YTD | -6.5% | -53.1% | +46.6% | +0.9% |
| 1Y | -11.1% | -54.3% | +43.2% | -4.0% |
| 3Y | -30.3% | -6.5% | -23.7% | -45.8% |
| 5Y | -33.5% | -85.3% | +51.8% | -32.0% |
| All | -6.3% | +68.6% | -74.9% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling