+78.3%
SHOP vs MSTU
-86.5%
+164.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -8.6% | +1.1% | -6.6% |
| 7D | -4.1% | +16.1% | -20.2% | -6.2% |
| 30D | -11.5% | +68.7% | -80.2% | -18.2% |
| 3M | +21.1% | -11.0% | +32.0% | +18.2% |
| 6M | +3.0% | -33.4% | +36.4% | +1.6% |
| YTD | -16.7% | -59.5% | +42.8% | -16.1% |
| 1Y | -8.3% | -93.4% | +85.1% | +14.0% |
| All | +78.3% | -86.5% | +164.8% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling