-4.9%
SHOP vs MAR
+62.0%
-66.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +6.1% |
| 7D | -9.0% | +7.7% | -16.8% | -12.9% |
| 30D | -4.4% | +19.4% | -23.8% | -13.7% |
| 3M | +24.1% | +23.3% | +0.8% | +10.0% |
| 6M | +20.0% | +22.8% | -2.9% | +5.2% |
| YTD | -4.9% | +37.8% | -42.7% | -21.2% |
| 1Y | -4.9% | +57.4% | -62.3% | -26.7% |
| All | -4.9% | +62.0% | -66.9% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling