+227.4%
SHOP vs MAGS
+184.5%
+42.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.7% |
| 7D | +2.8% | -0.3% | +3.1% | +3.4% |
| 30D | -14.2% | -7.1% | -7.1% | -6.4% |
| 3M | -5.5% | -0.7% | -4.8% | -4.4% |
| 6M | +32.8% | -1.5% | +34.3% | +34.6% |
| YTD | -8.9% | +3.9% | -12.8% | -12.9% |
| 1Y | -7.7% | +3.1% | -10.8% | -10.7% |
| 3Y | +139.0% | +121.6% | +17.4% | -2.3% |
| All | +227.4% | +184.5% | +42.9% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling