+153.2%
SHOP vs MAS
+67.0%
+86.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.6% | +1.7% | +4.4% |
| 7D | -9.0% | +14.2% | -23.2% | -15.0% |
| 30D | -4.4% | +26.8% | -31.2% | -15.7% |
| 3M | +24.1% | +13.1% | +11.0% | +16.1% |
| 6M | +20.0% | +27.9% | -8.0% | +3.8% |
| YTD | -4.9% | +38.7% | -43.6% | -23.7% |
| 1Y | -4.9% | +40.4% | -45.3% | -24.5% |
| All | +153.2% | +67.0% | +86.3% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling