-4.9%
SHOP vs MSCI
+17.3%
-22.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.4% | +1.9% | +4.2% |
| 7D | -9.0% | +11.5% | -20.5% | -14.5% |
| 30D | -4.4% | +22.1% | -26.5% | -15.0% |
| 3M | +24.1% | +18.4% | +5.7% | +12.4% |
| 6M | +20.0% | +16.6% | +3.3% | +9.0% |
| YTD | -4.9% | +18.8% | -23.8% | -11.9% |
| 1Y | -4.9% | +19.0% | -23.9% | -11.1% |
| All | -4.9% | +17.3% | -22.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling