-2.9%
SHOP vs MOD
+748.9%
-751.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +2.3% |
| 7D | -5.4% | -25.5% | +20.1% | +0.1% |
| 30D | -10.3% | -49.0% | +38.7% | +3.8% |
| 3M | +1.0% | -49.8% | +50.8% | +16.5% |
| 6M | +41.2% | -64.8% | +106.0% | +72.7% |
| YTD | -7.5% | -27.6% | +20.1% | -12.0% |
| 1Y | -4.6% | -35.2% | +30.6% | -6.9% |
| 3Y | +146.4% | +137.1% | +9.3% | +43.3% |
| All | -2.9% | +748.9% | -751.9% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling