+9.0%
MSFT vs SHOP
-6.2%
+15.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.3% | -0.7% | +5.4% |
| 7D | +4.7% | -9.0% | +13.7% | +6.2% |
| 30D | +5.8% | -4.4% | +10.3% | +6.5% |
| 3M | +13.0% | +24.1% | -11.1% | +8.2% |
| 6M | +34.9% | +20.0% | +14.9% | +28.1% |
| YTD | +15.7% | -4.9% | +20.6% | +10.3% |
| 1Y | +9.0% | -4.9% | +13.9% | +3.7% |
| All | +9.0% | -6.2% | +15.1% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 1y: compounded portfolio wealth divided by compounded SHOP 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…
1y analysis · Full analysis span regression · 6 months rolling