-5.6%
SHOP vs MSI
+103.4%
-109.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.1% |
| 7D | -5.1% | -3.7% | -1.4% | -2.6% |
| 30D | +0.6% | +6.8% | -6.2% | -5.1% |
| 3M | +25.0% | +14.3% | +10.7% | +11.7% |
| 6M | +11.9% | -1.6% | +13.5% | +11.5% |
| YTD | -9.9% | +22.8% | -32.7% | -27.5% |
| 1Y | 0.0% | -1.1% | +1.1% | -2.3% |
| 3Y | +117.5% | +70.5% | +47.0% | +13.5% |
| All | -5.6% | +103.4% | -109.0% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling