+112.8%
SHOP vs MAGS
+128.8%
-15.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.0% | -6.9% |
| 7D | -4.1% | +1.2% | -5.3% | -5.4% |
| 30D | -11.5% | -0.1% | -11.4% | -11.3% |
| 3M | +21.1% | +3.8% | +17.2% | +14.9% |
| 6M | +3.0% | +13.2% | -10.3% | -12.1% |
| YTD | -16.7% | +4.7% | -21.4% | -21.2% |
| 1Y | -8.3% | +14.4% | -22.7% | -21.4% |
| 3Y | +112.8% | +128.6% | -15.7% | -20.9% |
| All | +112.8% | +128.8% | -15.9% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling