-11.6%
SHOP vs MAR
+24.8%
-36.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.9% |
| 7D | -10.6% | -0.5% | -10.1% | -10.3% |
| 30D | -18.3% | -4.7% | -13.6% | -16.4% |
| 3M | +14.8% | -15.6% | +30.4% | +23.4% |
| 6M | -5.0% | +1.2% | -6.2% | -7.2% |
| YTD | -21.2% | +7.5% | -28.7% | -23.5% |
| 1Y | -11.6% | +26.6% | -38.2% | -15.9% |
| All | -11.6% | +24.8% | -36.5% | -15.9% |
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