-6.3%
SHOP vs MSTU
-90.8%
+84.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.9% | +11.3% | -0.3% |
| 7D | +2.1% | -23.0% | +25.1% | +4.9% |
| 30D | -16.8% | -47.7% | +30.8% | -11.7% |
| 3M | -2.4% | +12.5% | -14.9% | -5.4% |
| 6M | +47.0% | -76.1% | +123.1% | +61.8% |
| YTD | -8.8% | -75.5% | +66.7% | -4.9% |
| 1Y | -6.3% | -90.1% | +83.8% | +8.3% |
| All | -6.3% | -90.8% | +84.6% | +8.3% |
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