+7,358.2%
SHOP vs MRSH
+266.2%
+7,092.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.4% | -3.7% |
| 7D | -10.6% | -5.9% | -4.8% | -5.8% |
| 30D | -18.3% | -7.3% | -11.0% | -12.8% |
| 3M | +14.8% | +7.4% | +7.4% | +7.9% |
| 6M | -5.0% | -0.7% | -4.4% | -5.6% |
| YTD | -21.2% | -3.2% | -18.1% | -20.6% |
| 1Y | -11.6% | -10.6% | -1.0% | -5.7% |
| 3Y | +101.2% | -4.6% | +105.8% | +96.2% |
| 5Y | -15.7% | +19.3% | -35.0% | -31.6% |
| 10Y | +2,989.4% | +217.3% | +2,772.2% | +993.5% |
| All | +7,358.2% | +266.2% | +7,092.1% | +2,354.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling