+3.2%
MSFT vs SHOP
-8.3%
+11.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.7% |
| 7D | -2.4% | +2.1% | -4.5% | -2.8% |
| 30D | -3.8% | -16.8% | +13.1% | -0.8% |
| 3M | +6.4% | -2.4% | +8.8% | +6.4% |
| 6M | +28.8% | +47.0% | -18.2% | +18.3% |
| YTD | +8.8% | -8.8% | +17.6% | +4.0% |
| 1Y | +3.2% | -6.3% | +9.4% | -1.3% |
| All | +3.2% | -8.3% | +11.5% | -1.3% |
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