+0.5%
SHOP vs MOD
-6.2%
+6.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +27.9% | -27.6% | 0.0% |
| 7D | -1.2% | +40.4% | -41.6% | -1.5% |
| 30D | -14.7% | -14.0% | -0.7% | -14.8% |
| 3M | -7.2% | -33.3% | +26.1% | -7.3% |
| 6M | +54.2% | -51.4% | +105.6% | +55.1% |
| YTD | -8.6% | +1.6% | -10.2% | -19.4% |
| 1Y | +0.5% | +5.4% | -4.9% | -13.0% |
| All | +0.5% | -6.2% | +6.7% | -13.0% |
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 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