-4.9%
SHOP vs MOD
-33.0%
+28.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -21.4% | +28.8% | +7.5% |
| 7D | -9.0% | -31.3% | +22.3% | -8.4% |
| 30D | -4.4% | -46.1% | +41.7% | -3.1% |
| 3M | +24.1% | -51.1% | +75.2% | +25.9% |
| 6M | +20.0% | -62.1% | +82.0% | +21.8% |
| YTD | -4.9% | -26.2% | +21.2% | -16.9% |
| 1Y | -4.9% | -32.6% | +27.6% | -17.4% |
| All | -4.9% | -33.0% | +28.1% | -17.4% |
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