+3,557.0%
SHOP vs MSI
+670.3%
+2,886.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +2.8% | +7.4% | -4.6% | -1.9% |
| 30D | -14.2% | +18.7% | -32.9% | -23.4% |
| 3M | -5.5% | +14.5% | -20.0% | -13.9% |
| 6M | +32.8% | +38.1% | -5.3% | +6.2% |
| YTD | -8.9% | +38.7% | -47.6% | -29.1% |
| 1Y | -7.7% | +35.4% | -43.1% | -27.1% |
| 3Y | +139.0% | +75.1% | +63.9% | +54.0% |
| 5Y | -0.5% | +126.4% | -126.9% | -46.3% |
| 10Y | +3,557.0% | +671.4% | +2,885.6% | +790.9% |
| All | +3,557.0% | +670.3% | +2,886.7% | +790.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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