-32.6%
MOS vs SHAK
+47.7%
-80.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +9.5% | -0.7% | +10.2% | +9.7% |
| 30D | +10.4% | -6.6% | +17.1% | +11.9% |
| 3M | +12.9% | +30.1% | -17.2% | +6.5% |
| 6M | +1.2% | -28.7% | +30.0% | +6.1% |
| YTD | +9.3% | -14.5% | +23.8% | +9.8% |
| 1Y | -18.0% | -31.9% | +13.9% | -13.8% |
| 3Y | -29.0% | -1.0% | -28.1% | -34.9% |
| 5Y | -9.6% | -18.7% | +9.1% | -18.1% |
| 10Y | +6.1% | +98.1% | -92.1% | -28.8% |
| All | -32.6% | +47.7% | -80.3% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling