-40.2%
MOS vs SHAK
+64.1%
-104.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.3% | -5.5% | +0.3% |
| 7D | +19.7% | +6.5% | +13.2% | +18.1% |
| 30D | +21.5% | +15.3% | +6.2% | +17.8% |
| 3M | -0.4% | +8.5% | -8.9% | -2.6% |
| 6M | +4.5% | +10.0% | -5.5% | +1.3% |
| YTD | -2.9% | -5.0% | +2.1% | -5.0% |
| 1Y | -7.7% | -15.3% | +7.6% | -7.5% |
| 3Y | -25.6% | +40.7% | -66.3% | -37.0% |
| 5Y | -31.2% | -7.9% | -23.2% | -39.0% |
| 10Y | +2.8% | +132.0% | -129.1% | -33.2% |
| All | -40.2% | +64.1% | -104.3% | -60.6% |
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 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