-5.6%
SHOP vs MOS
-8.7%
+3.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.8% |
| 7D | -5.1% | +9.5% | -14.6% | -6.9% |
| 30D | +0.6% | +10.4% | -9.8% | -1.6% |
| 3M | +25.0% | +12.9% | +12.2% | +21.4% |
| 6M | +11.9% | +1.2% | +10.7% | +10.4% |
| YTD | -9.9% | +9.3% | -19.2% | -13.1% |
| 1Y | 0.0% | -18.0% | +17.9% | +2.8% |
| 3Y | +117.5% | -29.0% | +146.5% | +123.0% |
| All | -5.6% | -8.7% | +3.1% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling