-30.3%
MOS vs RUN
-7.3%
-22.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -2.0% | -13.5% | +11.6% | -0.7% |
| 30D | +15.3% | +18.3% | -3.0% | +13.2% |
| 3M | +1.5% | -12.5% | +14.0% | +2.3% |
| 6M | -2.0% | -40.3% | +38.3% | +1.9% |
| YTD | -6.5% | -53.1% | +46.6% | -2.3% |
| 1Y | -11.1% | -54.3% | +43.2% | -7.0% |
| 3Y | -30.3% | -6.5% | -23.7% | -43.5% |
| All | -30.3% | -7.3% | -22.9% | -43.5% |
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 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