0.0%
SHOP vs MS
+49.4%
-49.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -5.1% | +1.4% | -6.5% | -5.9% |
| 30D | +0.6% | -0.3% | +0.8% | +0.7% |
| 3M | +25.0% | +0.3% | +24.7% | +23.3% |
| 6M | +11.9% | +31.3% | -19.4% | -12.6% |
| YTD | -9.9% | +24.7% | -34.5% | -26.2% |
| 1Y | 0.0% | +47.9% | -48.0% | -27.6% |
| All | 0.0% | +49.4% | -49.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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