-0.3%
SHOP vs MS
-15.9%
+15.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.9% | -0.1% | -2.4% |
| 7D | -13.9% | -3.4% | -10.5% | -11.8% |
| 30D | -12.6% | -3.9% | -8.7% | -10.3% |
| 3M | -0.3% | -15.9% | +15.6% | +5.3% |
| All | -0.3% | -15.9% | +15.5% | +5.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling