+8,659.4%
SHOP vs MSCI
+1,041.0%
+7,618.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +5.5% |
| 7D | -5.4% | +2.8% | -8.3% | -7.6% |
| 30D | -10.3% | +15.4% | -25.7% | -20.7% |
| 3M | +1.0% | +13.4% | -12.4% | -9.4% |
| 6M | +41.2% | +10.9% | +30.3% | +28.1% |
| YTD | -7.5% | +13.0% | -20.5% | -18.2% |
| 1Y | -4.6% | +12.0% | -16.6% | -15.2% |
| 3Y | +146.4% | +34.1% | +112.3% | +77.8% |
| 5Y | -2.5% | +3.9% | -6.4% | -9.9% |
| 10Y | +3,703.6% | +802.0% | +2,901.6% | +641.5% |
| All | +8,659.4% | +1,041.0% | +7,618.4% | +1,585.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling