-14.3%
SHOP vs MKSI
+80.3%
-94.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.1% |
| 7D | -13.2% | +4.9% | -18.1% | -15.6% |
| 30D | -17.0% | -11.0% | -6.1% | -12.6% |
| 3M | +17.0% | -17.1% | +34.1% | +18.0% |
| 6M | -2.1% | +16.4% | -18.6% | -22.5% |
| YTD | -21.4% | +64.3% | -85.6% | -51.7% |
| 1Y | -11.0% | +137.7% | -148.7% | -58.6% |
| 3Y | +100.9% | +189.1% | -88.2% | -33.3% |
| All | -14.3% | +80.3% | -94.6% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling