-2.2%
SHOP vs MS
+120.4%
-122.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | -1.0% |
| 7D | -2.7% | +0.7% | -3.4% | -3.3% |
| 30D | -11.0% | -0.9% | -10.1% | -10.3% |
| 3M | +0.3% | -13.0% | +13.3% | +14.6% |
| 6M | +37.7% | -2.0% | +39.7% | +35.8% |
| YTD | -5.5% | +7.8% | -13.3% | -16.9% |
| 1Y | -0.2% | +17.9% | -18.1% | -20.5% |
| 3Y | +151.9% | +174.8% | -22.9% | -26.5% |
| 5Y | -2.2% | +119.9% | -122.1% | -63.5% |
| All | -2.2% | +120.4% | -122.6% | -63.5% |
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