+8,355.9%
SHOP vs MOD
+651.6%
+7,704.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.3% | +1.2% | -4.8% |
| 7D | -13.9% | -34.2% | +20.3% | -8.0% |
| 30D | -12.6% | -51.9% | +39.3% | -1.5% |
| 3M | -0.3% | -53.0% | +52.7% | +12.2% |
| 6M | +33.6% | -66.4% | +99.9% | +56.4% |
| YTD | -10.7% | -31.5% | +20.9% | -11.0% |
| 1Y | -11.8% | -39.6% | +27.8% | -10.3% |
| 3Y | +133.9% | +116.8% | +17.0% | +81.2% |
| 5Y | -5.9% | +713.8% | -719.7% | -43.5% |
| 10Y | +3,571.8% | +882.7% | +2,689.1% | +1,719.3% |
| All | +8,355.9% | +651.6% | +7,704.3% | +4,559.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling