+99.5%
SHOP vs MRSH
-4.9%
+104.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -11.2% | -4.8% | -6.5% | -9.2% |
| 30D | -14.4% | -6.3% | -8.0% | -11.8% |
| 3M | +16.6% | +5.8% | +10.8% | +14.3% |
| 6M | -0.6% | +2.8% | -3.4% | -2.0% |
| YTD | -20.0% | -3.1% | -16.9% | -19.6% |
| 1Y | -11.2% | -11.3% | +0.1% | -7.5% |
| 3Y | +99.5% | -5.0% | +104.5% | +88.9% |
| All | +99.5% | -4.9% | +104.4% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling