+8,434.7%
SHOP vs MAS
+252.3%
+8,182.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.7% |
| 7D | -5.1% | -0.8% | -4.4% | -4.6% |
| 30D | +0.6% | -5.6% | +6.2% | +4.1% |
| 3M | +25.0% | +4.4% | +20.6% | +20.0% |
| 6M | +11.9% | +7.2% | +4.7% | +3.6% |
| YTD | -9.9% | +16.1% | -26.0% | -21.9% |
| 1Y | 0.0% | +0.1% | -0.1% | -4.5% |
| 3Y | +117.5% | +28.3% | +89.2% | +72.4% |
| 5Y | -6.6% | +30.5% | -37.1% | -25.8% |
| 10Y | +3,320.3% | +139.1% | +3,181.2% | +1,763.9% |
| All | +8,434.7% | +252.3% | +8,182.4% | +3,755.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling