-4.6%
SHOP vs MOD
-37.3%
+32.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +3.5% |
| 7D | -5.4% | -25.5% | +20.1% | -5.2% |
| 30D | -10.3% | -49.0% | +38.7% | -9.1% |
| 3M | +1.0% | -49.8% | +50.8% | +2.3% |
| 6M | +41.2% | -64.8% | +106.0% | +44.4% |
| YTD | -7.5% | -27.6% | +20.1% | -18.9% |
| 1Y | -4.6% | -35.2% | +30.6% | -15.9% |
| All | -4.6% | -37.3% | +32.7% | -15.9% |
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 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