-11.2%
SHOP vs MKSI
+142.7%
-153.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.6% |
| 7D | -11.2% | +2.7% | -13.9% | -11.4% |
| 30D | -14.4% | -12.8% | -1.6% | -13.5% |
| 3M | +16.6% | -22.5% | +39.1% | +16.6% |
| 6M | -0.6% | +19.4% | -20.0% | -14.0% |
| YTD | -20.0% | +67.7% | -87.7% | -39.4% |
| 1Y | -11.2% | +131.4% | -142.6% | -39.9% |
| All | -11.2% | +142.7% | -153.9% | -39.9% |
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