+146.4%
SHOP vs MSFU
+32.6%
+113.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.4% | +4.4% |
| 7D | -5.4% | +2.5% | -7.9% | -6.8% |
| 30D | -10.3% | -1.3% | -9.0% | -10.1% |
| 3M | +1.0% | +8.6% | -7.7% | -3.0% |
| 6M | +41.2% | +48.4% | -7.2% | +14.7% |
| YTD | -7.5% | +1.6% | -9.1% | -12.1% |
| 1Y | -4.6% | -5.8% | +1.2% | -6.1% |
| 3Y | +146.4% | +30.9% | +115.5% | +91.0% |
| All | +146.4% | +32.6% | +113.8% | +91.0% |
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