+8,355.9%
SHOP vs MS
+547.1%
+7,808.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 6M | +33.6% | -2.5% | +36.0% | +33.8% |
| YTD | -10.7% | +5.1% | -15.8% | -14.7% |
| 1Y | -11.8% | +13.0% | -24.7% | -19.3% |
| 3Y | +133.9% | +160.7% | -26.8% | +32.5% |
| 5Y | -5.9% | +114.0% | -120.0% | -39.2% |
| 10Y | +3,571.8% | +637.5% | +2,934.3% | +1,148.8% |
| All | +8,355.9% | +547.1% | +7,808.8% | +2,990.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling