-11.6%
SHOP vs MSTU
-93.7%
+82.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.4% | 0.0% | -4.9% |
| 7D | -10.6% | +12.9% | -23.5% | -12.1% |
| 30D | -18.3% | +68.3% | -86.6% | -23.8% |
| 3M | +14.8% | +0.4% | +14.5% | +11.5% |
| 6M | -5.0% | -41.5% | +36.5% | -4.8% |
| YTD | -21.2% | -61.7% | +40.5% | -19.4% |
| 1Y | -11.6% | -93.7% | +82.1% | +24.9% |
| All | -11.6% | -93.7% | +82.1% | +24.9% |
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