+52.3%
MSFT vs SHOP
+141.8%
-89.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.6% |
| 7D | +1.7% | -5.4% | +7.1% | +2.5% |
| 30D | +0.2% | -10.3% | +10.5% | +1.9% |
| 3M | +6.4% | +1.0% | +5.4% | +5.7% |
| 6M | +28.7% | +41.2% | -12.5% | +19.4% |
| YTD | +10.4% | -7.5% | +17.9% | +9.1% |
| 1Y | +7.6% | -4.6% | +12.2% | +5.5% |
| 3Y | +52.3% | +146.4% | -94.1% | +22.9% |
| All | +52.3% | +141.8% | -89.5% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling