+120.5%
SHOP vs MOD
+300.6%
-180.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.5% |
| 7D | -5.1% | +9.6% | -14.7% | -7.0% |
| 30D | +0.6% | 0.0% | +0.6% | +0.3% |
| 3M | +25.0% | -35.4% | +60.4% | +35.8% |
| 6M | +11.9% | -7.3% | +19.2% | +7.4% |
| YTD | -9.9% | +45.8% | -55.7% | -26.0% |
| 1Y | 0.0% | +43.1% | -43.2% | -18.5% |
| All | +120.5% | +300.6% | -180.1% | +6.4% |
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