+8,434.7%
SHOP vs MA
+559.1%
+7,875.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.5% |
| 7D | -5.1% | -2.7% | -2.4% | -2.6% |
| 30D | +0.6% | +1.5% | -0.9% | -1.0% |
| 3M | +25.0% | +20.4% | +4.6% | +4.5% |
| 6M | +11.9% | +11.1% | +0.8% | +1.0% |
| YTD | -9.9% | +2.0% | -11.8% | -11.8% |
| 1Y | 0.0% | -2.2% | +2.1% | +1.2% |
| 3Y | +117.5% | +41.9% | +75.6% | +56.4% |
| 5Y | -6.6% | +75.4% | -82.0% | -42.0% |
| 10Y | +3,320.3% | +527.5% | +2,792.8% | +503.6% |
| All | +8,434.7% | +559.1% | +7,875.6% | +1,504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling