-4.6%
SHOP vs MAS
+32.0%
-36.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +4.2% |
| 7D | -5.4% | +2.0% | -7.4% | -5.8% |
| 30D | -10.3% | +19.4% | -29.7% | -14.7% |
| 3M | +1.0% | +9.4% | -8.4% | -1.7% |
| 6M | +41.2% | +15.3% | +25.9% | +35.2% |
| YTD | -7.5% | +31.3% | -38.8% | -14.5% |
| 1Y | -4.6% | +34.9% | -39.4% | -13.8% |
| All | -4.6% | +32.0% | -36.6% | -13.8% |
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