-24.4%
MOS vs SHAK
+21.0%
-45.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.3% |
| 7D | +21.6% | +2.0% | +19.6% | +21.3% |
| 30D | +12.0% | +12.0% | -0.1% | +10.3% |
| 3M | -3.9% | +2.3% | -6.2% | -4.4% |
| 6M | -3.3% | -25.5% | +22.2% | -1.1% |
| YTD | -4.6% | -11.4% | +6.8% | -5.3% |
| 1Y | -7.0% | -21.8% | +14.8% | -6.2% |
| 3Y | -24.4% | +25.8% | -50.3% | -31.6% |
| All | -24.4% | +21.0% | -45.5% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling