+43.1%
MOD vs SHAK
-34.0%
+77.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +9.6% | -0.7% | +10.3% | +9.6% |
| 30D | 0.0% | -6.6% | +6.7% | +0.5% |
| 3M | -35.4% | +30.1% | -65.4% | -36.8% |
| 6M | -7.3% | -28.7% | +21.5% | -2.9% |
| YTD | +45.8% | -14.5% | +60.3% | +52.7% |
| 1Y | +43.1% | -31.9% | +75.0% | +52.2% |
| All | +43.1% | -34.0% | +77.2% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling