+3,259.3%
SHOP vs MS
+802.6%
+2,456.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +23.7% |
| 6M | +11.9% | +31.3% | -19.4% | -7.4% |
| YTD | -9.9% | +24.7% | -34.5% | -22.7% |
| 1Y | 0.0% | +47.9% | -48.0% | -23.1% |
| 3Y | +117.5% | +178.3% | -60.8% | +16.2% |
| 5Y | -6.6% | +144.9% | -151.5% | -46.0% |
| All | +3,259.3% | +802.6% | +2,456.8% | +1,052.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling