-32.8%
MOS vs RUN
-82.6%
+49.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +21.6% | +33.4% | -11.8% | +17.5% |
| 30D | +12.0% | +31.1% | -19.2% | +8.3% |
| 3M | -3.9% | +6.4% | -10.3% | -5.0% |
| 6M | -3.3% | -22.2% | +18.9% | -1.6% |
| YTD | -4.6% | -45.8% | +41.1% | -0.8% |
| 1Y | -7.0% | -51.1% | +44.1% | -2.6% |
| 3Y | -24.4% | -3.0% | -21.4% | -36.7% |
| All | -32.8% | -82.6% | +49.8% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling