+12.6%
MOS vs SHAK
+84.4%
-71.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.3% |
| 7D | +7.1% | -0.3% | +7.4% | +7.1% |
| 30D | +15.0% | -5.2% | +20.3% | +16.4% |
| 3M | +24.1% | +27.3% | -3.2% | +17.0% |
| 6M | +2.7% | -27.9% | +30.6% | +7.7% |
| YTD | +12.2% | -17.0% | +29.2% | +13.4% |
| 1Y | -16.3% | -30.9% | +14.6% | -12.0% |
| 3Y | -23.3% | +3.4% | -26.7% | -31.6% |
| 5Y | -4.2% | -20.5% | +16.3% | -14.3% |
| 10Y | +12.6% | +88.3% | -75.7% | -36.6% |
| All | +12.6% | +84.4% | -71.8% | -36.6% |
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