+120.5%
SHOP vs MS
+178.0%
-57.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | -5.1% | +1.4% | -6.5% | -6.1% |
| 30D | +0.6% | -0.3% | +0.8% | +0.7% |
| 3M | +25.0% | +0.3% | +24.7% | +22.9% |
| 6M | +11.9% | +31.3% | -19.4% | -15.1% |
| YTD | -9.9% | +24.7% | -34.5% | -28.2% |
| 1Y | 0.0% | +47.9% | -48.0% | -32.4% |
| All | +120.5% | +178.0% | -57.5% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling