+5.4%
MOD vs SHAK
-20.2%
+25.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +3.2% | +24.7% | +27.6% |
| 7D | +40.4% | +4.3% | +36.1% | +40.1% |
| 30D | -14.0% | +9.0% | -23.0% | -14.4% |
| 3M | -33.3% | +1.8% | -35.2% | -33.3% |
| 6M | -51.4% | +17.3% | -68.7% | -51.5% |
| YTD | +1.6% | -7.6% | +9.2% | +12.2% |
| 1Y | +5.4% | -16.9% | +22.3% | +9.4% |
| All | +5.4% | -20.2% | +25.5% | +9.4% |
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