0.0%
SHOP vs MKSI
+162.5%
-162.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.9% |
| 7D | -5.1% | +1.8% | -6.9% | -5.3% |
| 30D | +0.6% | -16.8% | +17.4% | +2.0% |
| 3M | +25.0% | -21.1% | +46.1% | +23.7% |
| 6M | +11.9% | +10.8% | +1.1% | -1.6% |
| YTD | -9.9% | +63.3% | -73.2% | -31.4% |
| 1Y | 0.0% | +157.0% | -157.0% | -34.4% |
| All | 0.0% | +162.5% | -162.6% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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