+868.6%
MSFT vs SHOP
+3,040.5%
-2,171.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.6% | +6.4% | +0.6% |
| 7D | -1.4% | -4.1% | +2.7% | -0.5% |
| 30D | -1.0% | -11.5% | +10.5% | +1.6% |
| 3M | +20.2% | +21.1% | -0.9% | +13.7% |
| 6M | +21.3% | +3.0% | +18.3% | +18.2% |
| YTD | +2.8% | -16.7% | +19.5% | +4.4% |
| 1Y | 0.0% | -8.3% | +8.3% | -1.5% |
| 3Y | +51.2% | +112.8% | -61.6% | +13.6% |
| 5Y | +71.4% | -9.3% | +80.7% | +44.1% |
| 10Y | +868.6% | +3,003.4% | -2,134.8% | +224.2% |
| All | +868.6% | +3,040.5% | -2,171.9% | +224.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling