-4.9%
SHOP vs MRSH
+20.0%
-24.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.3% | +4.0% | +6.1% |
| 7D | -9.0% | +9.4% | -18.4% | -11.9% |
| 30D | -4.4% | +23.4% | -27.9% | -11.9% |
| 3M | +24.1% | +9.9% | +14.2% | +20.0% |
| 6M | +20.0% | +26.0% | -6.1% | +10.3% |
| YTD | -4.9% | +15.2% | -20.1% | -14.7% |
| 1Y | -4.9% | +18.4% | -23.3% | -12.6% |
| All | -4.9% | +20.0% | -24.9% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling