+41.2%
SHOP vs MA
+31.2%
+10.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +4.0% |
| 7D | -5.4% | +2.3% | -7.8% | -6.5% |
| 30D | -10.3% | +14.7% | -25.0% | -18.9% |
| 3M | +1.0% | +13.5% | -12.5% | -7.9% |
| 6M | +41.2% | +33.1% | +8.1% | +12.1% |
| All | +41.2% | +31.2% | +10.0% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling