+183.1%
SHOP vs MAGS
+187.7%
-4.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.8% | -5.9% |
| 7D | -10.6% | +0.8% | -11.4% | -11.5% |
| 30D | -18.3% | +0.4% | -18.7% | -18.5% |
| 3M | +14.8% | +5.6% | +9.3% | +6.8% |
| 6M | -5.0% | +12.3% | -17.3% | -18.0% |
| YTD | -21.2% | +5.1% | -26.3% | -25.8% |
| 1Y | -11.6% | +14.0% | -25.6% | -23.8% |
| 3Y | +101.2% | +129.4% | -28.2% | -21.3% |
| All | +183.1% | +187.7% | -4.5% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling