+187.6%
SHOP vs MAGS
+190.0%
-2.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.5% |
| 7D | -11.2% | +0.6% | -11.9% | -11.9% |
| 30D | -14.4% | +3.2% | -17.6% | -17.3% |
| 3M | +16.6% | +7.7% | +8.9% | +6.0% |
| 6M | -0.6% | +12.5% | -13.0% | -14.2% |
| YTD | -20.0% | +6.0% | -25.9% | -25.4% |
| 1Y | -11.2% | +14.4% | -25.6% | -23.8% |
| 3Y | +99.5% | +127.5% | -28.0% | -21.4% |
| All | +187.6% | +190.0% | -2.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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