+137.9%
SHOP vs MOD
+116.8%
+21.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.3% | +1.2% | -4.7% |
| 7D | -13.9% | -34.2% | +20.3% | -7.4% |
| 30D | -12.6% | -51.9% | +39.3% | -0.1% |
| 3M | -0.3% | -53.0% | +52.7% | +13.8% |
| 6M | +33.6% | -66.4% | +99.9% | +59.8% |
| YTD | -10.7% | -31.5% | +20.9% | -15.8% |
| 1Y | -11.8% | -39.6% | +27.8% | -14.3% |
| All | +137.9% | +116.8% | +21.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling