+390.8%
SHOP vs MSFU
+103.9%
+286.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.3% | -0.4% |
| 7D | -2.7% | +14.6% | -17.2% | -9.1% |
| 30D | -11.0% | +2.1% | -13.1% | -12.3% |
| 3M | +0.3% | +14.7% | -14.3% | -6.7% |
| 6M | +37.7% | +55.7% | -17.9% | +5.5% |
| YTD | -5.5% | +7.1% | -12.6% | -14.0% |
| 1Y | -0.2% | -0.5% | +0.3% | -5.9% |
| 3Y | +151.9% | +35.7% | +116.1% | +82.0% |
| All | +390.8% | +103.9% | +286.9% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling