0.0%
SHOP vs MOD
+45.0%
-45.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.7% |
| 7D | -5.1% | +9.6% | -14.7% | -5.5% |
| 30D | +0.6% | 0.0% | +0.6% | +0.5% |
| 3M | +25.0% | -35.4% | +60.4% | +29.7% |
| 6M | +11.9% | -7.3% | +19.2% | +6.9% |
| YTD | -9.9% | +45.8% | -55.7% | -24.2% |
| 1Y | 0.0% | +43.1% | -43.2% | -15.8% |
| All | 0.0% | +45.0% | -45.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling