+124.0%
SHOP vs MSI
+72.0%
+52.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | -5.1% | -3.7% | -1.4% | -3.8% |
| 30D | +0.6% | +6.8% | -6.2% | -2.4% |
| 3M | +25.0% | +14.3% | +10.7% | +17.8% |
| 6M | +11.9% | -1.6% | +13.5% | +12.1% |
| YTD | -9.9% | +22.8% | -32.7% | -20.4% |
| 1Y | 0.0% | -1.1% | +1.1% | +0.7% |
| All | +124.0% | +72.0% | +52.0% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling