+1,530.3%
MOD vs SHAK
-18.7%
+1,549.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +9.6% | -0.7% | +10.3% | +9.8% |
| 30D | 0.0% | -6.6% | +6.7% | +2.0% |
| 3M | -35.4% | +30.1% | -65.4% | -40.9% |
| 6M | -7.3% | -28.7% | +21.5% | -0.3% |
| YTD | +45.8% | -14.5% | +60.3% | +46.3% |
| 1Y | +43.1% | -31.9% | +75.0% | +53.8% |
| 3Y | +297.7% | -1.0% | +298.6% | +266.1% |
| All | +1,530.3% | -18.7% | +1,549.0% | +1,352.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling