-2.6%
MOS vs RUN
+77.1%
-79.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -5.0% | -1.5% |
| 7D | +5.5% | +3.2% | +2.3% | +4.7% |
| 30D | +21.0% | +19.5% | +1.5% | +17.1% |
| 3M | -0.5% | -9.6% | +9.1% | +0.4% |
| 6M | +6.6% | -37.3% | +43.9% | +13.0% |
| YTD | -2.8% | -50.7% | +47.9% | +4.1% |
| 1Y | -8.1% | -54.1% | +46.0% | -0.8% |
| 3Y | -25.6% | -3.9% | -21.7% | -42.4% |
| 5Y | -29.8% | -84.4% | +54.6% | -28.8% |
| All | -2.6% | +77.1% | -79.7% | -57.2% |
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 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