+8,434.7%
SHOP vs MSI
+833.9%
+7,600.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | 0.0% |
| 7D | -5.1% | -3.7% | -1.4% | -3.0% |
| 30D | +0.6% | +6.8% | -6.2% | -4.1% |
| 3M | +25.0% | +14.3% | +10.7% | +14.1% |
| 6M | +11.9% | -1.6% | +13.5% | +11.3% |
| YTD | -9.9% | +22.8% | -32.7% | -23.6% |
| 1Y | 0.0% | -1.1% | +1.1% | -2.4% |
| 3Y | +117.5% | +70.5% | +47.0% | +44.0% |
| 5Y | -6.6% | +102.8% | -109.4% | -44.6% |
| 10Y | +3,320.3% | +597.4% | +2,722.9% | +868.6% |
| All | +8,434.7% | +833.9% | +7,600.8% | +1,987.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling