+915.1%
MSFT vs SHOP
+3,581.9%
-2,666.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.3% | -1.2% | 0.0% | -1.0% |
| 30D | -1.8% | -14.7% | +12.9% | +1.6% |
| 3M | +5.6% | -7.2% | +12.8% | +6.8% |
| 6M | +29.8% | +54.2% | -24.4% | +15.5% |
| YTD | +9.0% | -8.6% | +17.6% | +7.8% |
| 1Y | +4.9% | +0.5% | +4.4% | +1.2% |
| 3Y | +46.2% | +135.9% | -89.7% | +7.6% |
| 5Y | +62.1% | -11.9% | +74.0% | +38.4% |
| All | +915.1% | +3,581.9% | -2,666.8% | +244.7% |
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 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