+8,659.4%
SHOP vs MSI
+929.2%
+7,730.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.9% |
| 7D | -5.4% | +4.7% | -10.1% | -8.3% |
| 30D | -10.3% | +14.8% | -25.1% | -18.0% |
| 3M | +1.0% | +8.8% | -7.8% | -4.9% |
| 6M | +41.2% | +19.3% | +21.9% | +23.9% |
| YTD | -7.5% | +35.3% | -42.8% | -26.5% |
| 1Y | -4.6% | +33.8% | -38.3% | -23.6% |
| 3Y | +146.4% | +74.4% | +72.0% | +61.1% |
| 5Y | -2.5% | +120.5% | -123.1% | -45.3% |
| 10Y | +3,703.6% | +685.2% | +3,018.4% | +896.1% |
| All | +8,659.4% | +929.2% | +7,730.2% | +1,907.9% |
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 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