+8,844.7%
SHOP vs MSI
+956.1%
+7,888.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +0.5% |
| 7D | -2.7% | +8.3% | -11.0% | -7.6% |
| 30D | -11.0% | +18.9% | -29.9% | -20.4% |
| 3M | +0.3% | +13.2% | -12.9% | -7.8% |
| 6M | +37.7% | +38.3% | -0.5% | +10.6% |
| YTD | -5.5% | +38.9% | -44.4% | -26.1% |
| 1Y | -0.2% | +36.7% | -36.9% | -21.2% |
| 3Y | +151.9% | +76.6% | +75.3% | +63.6% |
| 5Y | -2.2% | +124.5% | -126.7% | -45.7% |
| 10Y | +3,647.2% | +674.5% | +2,972.7% | +885.4% |
| All | +8,844.7% | +956.1% | +7,888.6% | +1,917.8% |
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