-6.3%
MOS vs SHAK
+97.6%
-103.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | 0.0% |
| 7D | -2.0% | +4.3% | -6.3% | -2.9% |
| 30D | +15.3% | +9.0% | +6.3% | +13.0% |
| 3M | +1.5% | +1.8% | -0.3% | +0.6% |
| 6M | -2.0% | +17.3% | -19.3% | -6.5% |
| YTD | -6.5% | -7.6% | +1.1% | -8.2% |
| 1Y | -11.1% | -16.9% | +5.9% | -10.5% |
| 3Y | -30.3% | +35.1% | -65.3% | -41.8% |
| 5Y | -33.5% | -11.3% | -22.3% | -41.6% |
| All | -6.3% | +97.6% | -103.9% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling