+8,524.1%
SHOP vs MA
+650.9%
+7,873.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.0% | -4.0% |
| 7D | +2.8% | +1.8% | +1.0% | +1.3% |
| 30D | -14.2% | +11.8% | -26.0% | -22.8% |
| 3M | -5.5% | +17.2% | -22.7% | -18.7% |
| 6M | +32.8% | +33.4% | -0.6% | +0.8% |
| YTD | -8.9% | +16.1% | -25.1% | -21.2% |
| 1Y | -7.7% | +19.9% | -27.6% | -22.7% |
| 3Y | +139.0% | +70.1% | +68.9% | +44.3% |
| 5Y | -0.5% | +89.6% | -90.2% | -42.4% |
| 10Y | +3,557.0% | +568.4% | +2,988.6% | +504.6% |
| All | +8,524.1% | +650.9% | +7,873.3% | +1,333.2% |
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