+33.6%
SHOP vs MOD
-65.4%
+98.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.3% | +1.2% | -6.6% |
| 7D | -13.9% | -34.2% | +20.3% | -16.4% |
| 30D | -12.6% | -51.9% | +39.3% | -17.3% |
| 3M | -0.3% | -53.0% | +52.7% | -5.9% |
| 6M | +33.6% | -66.4% | +99.9% | +23.9% |
| All | +33.6% | -65.4% | +98.9% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling