-11.8%
SHOP vs MAS
+37.4%
-49.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.4% | -2.6% | -5.0% |
| 7D | -13.9% | +4.6% | -18.4% | -14.8% |
| 30D | -12.6% | +19.9% | -32.5% | -17.0% |
| 3M | -0.3% | +8.9% | -9.2% | -3.1% |
| 6M | +33.6% | +20.2% | +13.4% | +26.6% |
| YTD | -10.7% | +33.9% | -44.6% | -18.7% |
| 1Y | -11.8% | +34.7% | -46.4% | -20.7% |
| All | -11.8% | +37.4% | -49.2% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling