+770.8%
MOD vs SHAK
+64.1%
+706.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.3% | +2.6% | +8.0% |
| 7D | -13.9% | +6.5% | -20.4% | -15.4% |
| 30D | -41.5% | +15.3% | -56.9% | -43.8% |
| 3M | -45.7% | +8.5% | -54.2% | -47.2% |
| 6M | -61.1% | +10.0% | -71.1% | -63.0% |
| YTD | -20.5% | -5.0% | -15.5% | -22.9% |
| 1Y | -32.1% | -15.3% | -16.8% | -32.3% |
| 3Y | +146.5% | +40.7% | +105.8% | +110.5% |
| 5Y | +812.7% | -7.9% | +820.7% | +727.0% |
| 10Y | +966.8% | +132.0% | +834.9% | +616.0% |
| All | +770.8% | +64.1% | +706.6% | +485.9% |
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