+3,608.8%
SHOP vs MS
+616.2%
+2,992.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.9% |
| 7D | -5.4% | -1.6% | -3.9% | -4.4% |
| 30D | -10.3% | -3.8% | -6.5% | -8.0% |
| 3M | +1.0% | -14.6% | +15.6% | +11.4% |
| 6M | +41.2% | -5.1% | +46.3% | +44.0% |
| YTD | -7.5% | +4.5% | -12.0% | -11.5% |
| 1Y | -4.6% | +13.5% | -18.1% | -13.3% |
| 3Y | +146.4% | +160.4% | -14.0% | +37.7% |
| 5Y | -2.5% | +112.9% | -115.4% | -37.9% |
| All | +3,608.8% | +616.2% | +2,992.7% | +1,555.6% |
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 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