+120.5%
SHOP vs MSCI
+10.6%
+109.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -5.1% | +0.4% | -5.5% | -5.3% |
| 30D | +0.6% | +0.6% | 0.0% | +0.3% |
| 3M | +25.0% | -7.1% | +32.1% | +29.8% |
| 6M | +11.9% | +0.8% | +11.1% | +10.8% |
| YTD | -9.9% | +1.0% | -10.9% | -11.0% |
| 1Y | 0.0% | +4.3% | -4.4% | -4.2% |
| All | +120.5% | +10.6% | +109.9% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling