-11.2%
SHOP vs MS
+123.3%
-134.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.6% |
| 7D | -1.2% | +5.1% | -6.3% | -6.0% |
| 30D | -14.7% | +5.7% | -20.4% | -19.4% |
| 3M | -7.2% | -12.2% | +5.0% | +5.0% |
| 6M | +54.2% | -0.5% | +54.7% | +49.9% |
| YTD | -8.6% | +9.8% | -18.4% | -21.1% |
| 1Y | +0.5% | +17.7% | -17.2% | -19.6% |
| 3Y | +135.9% | +176.8% | -40.9% | -30.9% |
| All | -11.2% | +123.3% | -134.5% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling