+8,434.7%
SHOP vs MO
+175.3%
+8,259.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | +0.6% | +0.6% | -0.1% | +0.5% |
| 3M | +25.0% | -1.0% | +26.0% | +25.1% |
| 6M | +11.9% | +4.3% | +7.6% | +11.3% |
| YTD | -9.9% | +23.3% | -33.1% | -12.3% |
| 1Y | 0.0% | +10.5% | -10.5% | -1.4% |
| 3Y | +117.5% | +96.3% | +21.2% | +92.3% |
| 5Y | -6.6% | +98.9% | -105.5% | -18.6% |
| 10Y | +3,320.3% | +103.6% | +3,216.7% | +2,634.6% |
| All | +8,434.7% | +175.3% | +8,259.4% | +6,395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling