+3,480.3%
SHOP vs MAS
+219.8%
+3,260.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.4% | -2.6% | -3.8% |
| 7D | -13.9% | +4.6% | -18.4% | -16.2% |
| 30D | -12.6% | +19.9% | -32.5% | -22.8% |
| 3M | -0.3% | +8.9% | -9.2% | -6.3% |
| 6M | +33.6% | +20.2% | +13.4% | +16.2% |
| YTD | -10.7% | +33.9% | -44.6% | -30.2% |
| 1Y | -11.8% | +34.7% | -46.4% | -31.4% |
| 3Y | +133.9% | +60.4% | +73.5% | +56.7% |
| 5Y | -5.9% | +43.5% | -49.4% | -31.5% |
| All | +3,480.3% | +219.8% | +3,260.5% | +1,464.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling