+3,608.8%
SHOP vs MOD
+911.6%
+2,697.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +2.6% |
| 7D | -5.4% | -25.5% | +20.1% | -1.4% |
| 30D | -10.3% | -49.0% | +38.7% | -0.4% |
| 3M | +1.0% | -49.8% | +50.8% | +11.9% |
| 6M | +41.2% | -64.8% | +106.0% | +63.1% |
| YTD | -7.5% | -27.6% | +20.1% | -8.8% |
| 1Y | -4.6% | -35.2% | +30.6% | -4.3% |
| 3Y | +146.4% | +137.1% | +9.3% | +90.9% |
| 5Y | -2.5% | +760.3% | -762.8% | -39.9% |
| All | +3,608.8% | +911.6% | +2,697.2% | +2,299.3% |
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