-8.8%
MOS vs SHAK
-16.7%
+7.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.3% | -5.5% | +0.8% |
| 7D | +19.7% | +6.5% | +13.2% | +18.6% |
| 30D | +21.5% | +15.3% | +6.2% | +19.2% |
| 3M | -0.4% | +8.5% | -8.9% | -1.5% |
| 6M | +4.5% | +10.0% | -5.5% | +2.1% |
| YTD | -2.9% | -5.0% | +2.1% | -8.6% |
| All | -8.8% | -16.7% | +7.9% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling