+3,772.8%
SHOP vs MOD
+822.6%
+2,950.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.6% |
| 7D | +2.1% | +16.1% | -14.0% | -0.5% |
| 30D | -16.8% | -38.5% | +21.7% | -10.5% |
| 3M | -2.4% | -46.8% | +44.4% | +7.2% |
| 6M | +47.0% | -61.6% | +108.6% | +67.7% |
| YTD | -8.8% | -20.5% | +11.7% | -11.6% |
| 1Y | -6.3% | -28.0% | +21.8% | -7.7% |
| 3Y | +139.3% | +134.9% | +4.3% | +84.7% |
| 5Y | -12.1% | +833.2% | -845.2% | -47.0% |
| All | +3,772.8% | +822.6% | +2,950.2% | +2,200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling