+1,520.5%
MOD vs SHAK
+84.4%
+1,436.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.4% |
| 7D | +6.3% | -0.3% | +6.6% | +6.4% |
| 30D | -1.7% | -5.2% | +3.6% | -0.1% |
| 3M | -30.1% | +27.3% | -57.4% | -35.6% |
| 6M | +2.7% | -27.9% | +30.6% | +9.2% |
| YTD | +44.1% | -17.0% | +61.0% | +45.7% |
| 1Y | +38.7% | -30.9% | +69.7% | +47.2% |
| 3Y | +309.8% | +3.4% | +306.4% | +276.0% |
| 5Y | +1,569.7% | -20.5% | +1,590.2% | +1,451.4% |
| 10Y | +1,520.5% | +88.3% | +1,432.2% | +971.5% |
| All | +1,520.5% | +84.4% | +1,436.1% | +971.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling