+886.3%
MOD vs SHAK
+111.2%
+775.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.5% |
| 7D | -17.8% | +8.2% | -26.1% | -19.7% |
| 30D | -43.2% | +13.5% | -56.7% | -45.4% |
| 3M | -46.0% | +6.2% | -52.3% | -47.3% |
| 6M | -62.2% | +8.2% | -70.5% | -64.0% |
| YTD | -22.8% | -6.5% | -16.3% | -25.0% |
| 1Y | -35.5% | -19.2% | -16.3% | -34.7% |
| 3Y | +128.2% | +37.9% | +90.3% | +92.0% |
| 5Y | +791.6% | -9.5% | +801.1% | +700.1% |
| 10Y | +886.3% | +106.2% | +780.1% | +540.8% |
| All | +886.3% | +111.2% | +775.1% | +540.8% |
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 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