-4.9%
SHOP vs MSTU
-88.0%
+83.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +10.3% | -3.0% | +6.3% |
| 7D | -9.0% | -4.8% | -4.2% | -8.7% |
| 30D | -4.4% | -29.6% | +25.1% | -1.7% |
| 3M | +24.1% | +69.4% | -45.3% | +15.2% |
| 6M | +20.0% | -62.2% | +82.2% | +25.7% |
| YTD | -4.9% | -61.1% | +56.1% | -5.3% |
| 1Y | -4.9% | -87.2% | +82.2% | +10.0% |
| All | -4.9% | -88.0% | +83.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling