-36.5%
MOS vs RUN
-23.6%
-12.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +21.6% | +33.4% | -11.8% | +16.4% |
| 30D | +12.0% | +31.1% | -19.2% | +7.3% |
| 3M | -3.9% | +6.4% | -10.3% | -5.3% |
| 6M | -3.3% | -22.2% | +18.9% | -1.1% |
| YTD | -4.6% | -45.8% | +41.1% | +0.3% |
| 1Y | -7.0% | -51.1% | +44.1% | -1.3% |
| 3Y | -24.4% | -3.0% | -21.4% | -39.5% |
| 5Y | -32.1% | -82.2% | +50.1% | -33.3% |
| 10Y | +10.3% | +111.9% | -101.6% | -35.4% |
| All | -36.5% | -23.6% | -12.9% | -61.6% |
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