+33.6%
SHOP vs MS
-2.5%
+36.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.9% | -0.1% | -3.9% |
| 7D | -13.9% | -3.4% | -10.5% | -12.6% |
| 30D | -12.6% | -3.9% | -8.7% | -11.3% |
| 3M | -0.3% | -15.9% | +15.6% | +3.2% |
| 6M | +33.6% | -2.5% | +36.0% | +28.4% |
| All | +33.6% | -2.5% | +36.1% | +28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling