+1,496.9%
MOD vs SHAK
+47.7%
+1,449.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | -35.4% | +30.1% | -65.4% | -40.3% |
| 6M | -7.3% | -28.7% | +21.5% | -1.5% |
| YTD | +45.8% | -14.5% | +60.3% | +46.3% |
| 1Y | +43.1% | -31.9% | +75.0% | +51.8% |
| 3Y | +297.7% | -1.0% | +298.6% | +273.4% |
| 5Y | +1,478.8% | -18.7% | +1,497.4% | +1,375.8% |
| 10Y | +1,633.4% | +98.1% | +1,535.3% | +1,113.1% |
| All | +1,496.9% | +47.7% | +1,449.2% | +1,011.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling