-23.3%
MOS vs SHAK
+1.3%
-24.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.0% |
| 7D | +7.1% | -0.3% | +7.4% | +7.1% |
| 30D | +15.0% | -5.2% | +20.3% | +15.8% |
| 3M | +24.1% | +27.3% | -3.2% | +20.0% |
| 6M | +2.7% | -27.9% | +30.6% | +5.3% |
| YTD | +12.2% | -17.0% | +29.2% | +12.6% |
| 1Y | -16.3% | -30.9% | +14.6% | -14.2% |
| 3Y | -23.3% | +3.4% | -26.7% | -28.9% |
| All | -23.3% | +1.3% | -24.6% | -28.9% |
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