-28.3%
MOS vs RUN
-42.7%
+14.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +9.5% | +1.3% | +8.3% | +9.4% |
| 30D | +10.4% | -15.3% | +25.7% | +11.9% |
| 3M | +12.9% | -40.0% | +52.9% | +17.9% |
| 6M | +1.2% | -27.0% | +28.2% | +3.5% |
| YTD | +9.3% | -51.7% | +61.0% | +14.5% |
| 1Y | -18.0% | -45.9% | +27.9% | -15.7% |
| All | -28.3% | -42.7% | +14.4% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling