0.0%
SHOP vs MO
+10.1%
-10.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.9% |
| 7D | -5.1% | +0.3% | -5.4% | -4.9% |
| 30D | +0.6% | +0.6% | -0.1% | +0.8% |
| 3M | +25.0% | -1.0% | +26.0% | +26.6% |
| 6M | +11.9% | +4.3% | +7.6% | +19.8% |
| YTD | -9.9% | +23.3% | -33.1% | +8.7% |
| 1Y | 0.0% | +10.5% | -10.5% | +12.0% |
| All | 0.0% | +10.1% | -10.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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