-12.8%
SHOP vs MGY
+88.8%
-101.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -11.2% | +3.5% | -14.8% | -12.0% |
| 30D | -14.4% | +5.3% | -19.6% | -15.7% |
| 3M | +16.6% | +2.6% | +13.9% | +14.8% |
| 6M | -0.6% | -3.3% | +2.7% | -1.3% |
| YTD | -20.0% | +29.2% | -49.2% | -27.9% |
| 1Y | -11.2% | +18.0% | -29.2% | -17.8% |
| 3Y | +99.5% | +30.0% | +69.5% | +76.8% |
| All | -12.8% | +88.8% | -101.6% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 5y: compounded portfolio wealth divided by compounded MGY 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…
5y analysis · Full analysis span regression · 6 months rolling