+228.5%
SHOP vs MAGS
+184.9%
+43.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.6% |
| 7D | -1.2% | +1.7% | -2.9% | -3.1% |
| 30D | -14.7% | -5.8% | -9.0% | -8.5% |
| 3M | -7.2% | +0.2% | -7.5% | -7.2% |
| 6M | +54.2% | -2.7% | +56.8% | +58.7% |
| YTD | -8.6% | +4.1% | -12.7% | -12.8% |
| 1Y | +0.5% | +7.5% | -7.0% | -7.6% |
| 3Y | +135.9% | +122.0% | +13.9% | -3.7% |
| All | +228.5% | +184.9% | +43.5% | +20.3% |
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