+3,781.0%
SHOP vs MS
+549.7%
+3,231.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -1.2% | +5.1% | -6.3% | -4.3% |
| 30D | -14.7% | +5.7% | -20.4% | -17.7% |
| 3M | -7.2% | -12.2% | +5.0% | +0.6% |
| 6M | +54.2% | -0.5% | +54.7% | +52.6% |
| YTD | -8.6% | +9.8% | -18.4% | -15.4% |
| 1Y | +0.5% | +17.7% | -17.2% | -11.0% |
| 3Y | +135.9% | +176.8% | -40.9% | +25.6% |
| 5Y | -11.9% | +123.7% | -135.6% | -46.1% |
| All | +3,781.0% | +549.7% | +3,231.3% | +1,336.3% |
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