-6.1%
SHOP vs MOD
-33.2%
+27.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.7% |
| 7D | -2.5% | +8.2% | -10.7% | -2.7% |
| 30D | -16.7% | -38.2% | +21.4% | -15.9% |
| 3M | -2.2% | -46.2% | +44.0% | -1.1% |
| 6M | +45.6% | -62.5% | +108.1% | +49.4% |
| YTD | -7.3% | -20.1% | +12.8% | -19.4% |
| 1Y | -6.1% | -29.7% | +23.6% | -17.2% |
| All | -6.1% | -33.2% | +27.1% | -17.2% |
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