-32.6%
MOD vs SHAK
-21.2%
-11.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.8% | -25.3% | -21.6% |
| 7D | -31.3% | +8.3% | -39.7% | -31.7% |
| 30D | -46.1% | +16.7% | -62.8% | -46.6% |
| 3M | -51.1% | +10.0% | -61.1% | -51.3% |
| 6M | -62.1% | -23.8% | -38.3% | -59.9% |
| YTD | -26.2% | -10.3% | -15.9% | -21.4% |
| 1Y | -32.6% | -22.9% | -9.7% | -18.8% |
| All | -32.6% | -21.2% | -11.3% | -18.8% |
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