+8,434.7%
SHOP vs MOD
+1,500.8%
+6,933.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.3% |
| 7D | -5.1% | +9.6% | -14.7% | -6.7% |
| 30D | +0.6% | 0.0% | +0.6% | +0.3% |
| 3M | +25.0% | -35.4% | +60.4% | +33.3% |
| 6M | +11.9% | -7.3% | +19.2% | +9.4% |
| YTD | -9.9% | +45.8% | -55.7% | -20.5% |
| 1Y | 0.0% | +43.1% | -43.2% | -12.0% |
| 3Y | +117.5% | +297.7% | -180.2% | +52.7% |
| 5Y | -6.6% | +1,478.8% | -1,485.4% | -49.8% |
| 10Y | +3,320.3% | +1,633.4% | +1,686.9% | +1,473.9% |
| All | +8,434.7% | +1,500.8% | +6,933.9% | +4,066.1% |
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