+3,259.3%
SHOP vs MOD
+1,642.7%
+1,616.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.3% |
| 7D | -5.1% | +9.6% | -14.7% | -6.6% |
| 30D | +0.6% | 0.0% | +0.6% | +0.4% |
| 3M | +25.0% | -35.4% | +60.4% | +32.9% |
| 6M | +11.9% | -7.3% | +19.2% | +9.5% |
| YTD | -9.9% | +45.8% | -55.7% | -20.1% |
| 1Y | 0.0% | +43.1% | -43.2% | -11.5% |
| 3Y | +117.5% | +297.7% | -180.2% | +56.0% |
| 5Y | -6.6% | +1,478.8% | -1,485.4% | -47.5% |
| All | +3,259.3% | +1,642.7% | +1,616.6% | +1,746.0% |
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