+3,647.2%
SHOP vs MOS
+6.2%
+3,641.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.8% |
| 7D | -2.7% | +19.7% | -22.3% | -5.8% |
| 30D | -11.0% | +21.5% | -32.5% | -14.2% |
| 3M | +0.3% | -0.4% | +0.7% | -0.3% |
| 6M | +37.7% | +4.5% | +33.2% | +35.3% |
| YTD | -5.5% | -2.9% | -2.6% | -6.9% |
| 1Y | -0.2% | -7.7% | +7.5% | -0.9% |
| 3Y | +151.9% | -25.6% | +177.5% | +153.7% |
| 5Y | -2.2% | -31.2% | +29.0% | -1.0% |
| 10Y | +3,647.2% | +2.8% | +3,644.3% | +3,274.7% |
| All | +3,647.2% | +6.2% | +3,641.0% | +3,274.7% |
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