+3,608.8%
SHOP vs MOS
+8.6%
+3,600.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -5.4% | +21.6% | -27.0% | -8.8% |
| 30D | -10.3% | +12.0% | -22.3% | -12.3% |
| 3M | +1.0% | -3.9% | +4.9% | +1.0% |
| 6M | +41.2% | -3.3% | +44.5% | +40.6% |
| YTD | -7.5% | -4.6% | -2.8% | -8.5% |
| 1Y | -4.6% | -7.0% | +2.4% | -5.4% |
| 3Y | +146.4% | -24.4% | +170.8% | +147.2% |
| 5Y | -2.5% | -32.1% | +29.6% | -1.1% |
| All | +3,608.8% | +8.6% | +3,600.2% | +3,196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling