+3,647.2%
SHOP vs MA
+562.8%
+3,084.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.7% |
| 7D | -2.7% | -0.3% | -2.3% | -2.0% |
| 30D | -11.0% | +11.3% | -22.3% | -19.7% |
| 3M | +0.3% | +16.7% | -16.3% | -13.5% |
| 6M | +37.7% | +32.8% | +4.9% | +4.7% |
| YTD | -5.5% | +15.6% | -21.2% | -18.0% |
| 1Y | -0.2% | +19.6% | -19.8% | -16.4% |
| 3Y | +151.9% | +72.1% | +79.8% | +49.3% |
| 5Y | -2.2% | +96.0% | -98.2% | -45.4% |
| 10Y | +3,647.2% | +554.8% | +3,092.4% | +426.1% |
| All | +3,647.2% | +562.8% | +3,084.4% | +426.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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