-16.3%
MOS vs RUN
-49.0%
+32.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +2.3% |
| 7D | +7.1% | +10.2% | -3.1% | +6.2% |
| 30D | +15.0% | -9.6% | +24.7% | +15.8% |
| 3M | +24.1% | -31.5% | +55.6% | +27.5% |
| 6M | +2.7% | -18.7% | +21.4% | +4.6% |
| YTD | +12.2% | -49.9% | +62.1% | +15.2% |
| 1Y | -16.3% | -45.5% | +29.2% | -11.2% |
| All | -16.3% | -49.0% | +32.7% | -11.2% |
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 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