-38.2%
MOS vs RUN
-34.8%
-3.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.1% | +1.5% | -3.7% |
| 7D | -2.6% | -13.7% | +11.1% | -0.6% |
| 30D | +13.5% | +9.4% | +4.1% | +11.5% |
| 3M | -2.9% | -13.4% | +10.5% | -1.4% |
| 6M | -1.0% | -39.6% | +38.6% | +5.1% |
| YTD | -7.2% | -53.7% | +46.5% | -0.2% |
| 1Y | -11.4% | -56.2% | +44.8% | -4.2% |
| 3Y | -29.0% | -9.7% | -19.2% | -42.8% |
| 5Y | -34.0% | -85.5% | +51.5% | -33.2% |
| 10Y | -4.0% | +66.7% | -70.8% | -42.2% |
| All | -38.2% | -34.8% | -3.5% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling