-39.6%
MOS vs SHAK
+61.5%
-101.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +24.8% | +8.2% | +16.6% | +22.8% |
| 30D | +22.7% | +13.5% | +9.2% | +19.4% |
| 3M | -1.2% | +6.2% | -7.4% | -2.9% |
| 6M | +5.5% | +8.2% | -2.7% | +2.6% |
| YTD | -2.0% | -6.5% | +4.5% | -3.7% |
| 1Y | -7.9% | -19.2% | +11.3% | -6.9% |
| 3Y | -25.0% | +37.9% | -62.9% | -36.2% |
| 5Y | -27.7% | -9.5% | -18.3% | -35.8% |
| 10Y | -1.6% | +106.2% | -107.7% | -34.9% |
| All | -39.6% | +61.5% | -101.1% | -60.1% |
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