+135.9%
SHOP vs MSFU
+21.3%
+114.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.2% | -2.8% | +1.5% | -0.2% |
| 30D | -14.7% | -5.3% | -9.4% | -13.2% |
| 3M | -7.2% | +7.2% | -14.5% | -10.5% |
| 6M | +54.2% | +51.0% | +3.2% | +23.4% |
| YTD | -8.6% | -1.2% | -7.4% | -12.2% |
| 1Y | +0.5% | -10.3% | +10.8% | +1.1% |
| 3Y | +135.9% | +22.2% | +113.7% | +88.0% |
| All | +135.9% | +21.3% | +114.6% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling