-22.3%
MOH vs SHAK
-22.8%
+0.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.8% |
| 7D | +1.7% | -8.3% | +10.0% | +2.2% |
| 30D | -0.9% | -12.6% | +11.8% | -0.1% |
| 3M | +5.7% | +9.1% | -3.4% | +5.1% |
| 6M | +39.1% | -31.2% | +70.4% | +41.1% |
| YTD | +17.7% | -21.6% | +39.3% | +18.0% |
| 1Y | +8.4% | -38.8% | +47.2% | +10.3% |
| 3Y | -36.6% | +0.6% | -37.2% | -39.1% |
| All | -22.3% | -22.8% | +0.4% | -23.3% |
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