+8,355.9%
SHOP vs MOS
-39.0%
+8,394.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.3% | -9.3% | -6.7% |
| 7D | -13.9% | +22.5% | -36.4% | -17.3% |
| 30D | -12.6% | +6.6% | -19.2% | -14.0% |
| 3M | -0.3% | -3.8% | +3.5% | -0.3% |
| 6M | +33.6% | -2.2% | +35.8% | +32.6% |
| YTD | -10.7% | -4.8% | -5.9% | -11.8% |
| 1Y | -11.8% | -11.7% | -0.1% | -11.7% |
| 3Y | +133.9% | -26.5% | +160.4% | +136.2% |
| 5Y | -5.9% | -32.2% | +26.3% | -5.0% |
| 10Y | +3,571.8% | +10.2% | +3,561.6% | +2,939.8% |
| All | +8,355.9% | -39.0% | +8,394.9% | +9,461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling