-4.9%
SHOP vs MTSI
+59.5%
-64.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.3% |
| 7D | -9.0% | -10.7% | +1.6% | -9.0% |
| 30D | -4.4% | -29.0% | +24.6% | -4.7% |
| 3M | +24.1% | -14.7% | +38.8% | +24.2% |
| 6M | +20.0% | -20.1% | +40.1% | +16.6% |
| YTD | -4.9% | +36.1% | -41.0% | -16.4% |
| 1Y | -4.9% | +61.7% | -66.7% | -21.3% |
| All | -4.9% | +59.5% | -64.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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