-27.2%
MOS vs RUN
-31.9%
+4.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +9.5% | +1.3% | +8.3% | +9.3% |
| 30D | +10.4% | -15.3% | +25.7% | +12.8% |
| 3M | +12.9% | -40.0% | +52.9% | +20.6% |
| 6M | +1.2% | -27.0% | +28.2% | +4.5% |
| YTD | +9.3% | -51.7% | +61.0% | +17.4% |
| 1Y | -18.0% | -45.9% | +27.9% | -14.6% |
| 3Y | -29.0% | -43.8% | +14.7% | -37.9% |
| 5Y | -9.6% | -80.5% | +70.9% | -13.4% |
| 10Y | +6.1% | +45.3% | -39.2% | -35.5% |
| All | -27.2% | -31.9% | +4.7% | -55.1% |
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 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