+92.9%
SHOP vs MSTU
-85.2%
+178.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.2% |
| 7D | -5.1% | +21.3% | -26.4% | -7.8% |
| 30D | +0.6% | +90.8% | -90.2% | -8.4% |
| 3M | +25.0% | -6.8% | +31.8% | +21.3% |
| 6M | +11.9% | -39.8% | +51.7% | +11.6% |
| YTD | -9.9% | -55.7% | +45.8% | -10.2% |
| 1Y | 0.0% | -92.7% | +92.6% | +22.7% |
| All | +92.9% | -85.2% | +178.1% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling