+3,838.3%
SHOP vs MTSI
+508.4%
+3,329.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.3% | -8.5% | -2.1% |
| 7D | -2.5% | +7.2% | -9.6% | -5.9% |
| 30D | -16.7% | -18.4% | +1.7% | -12.0% |
| 3M | -2.2% | -16.7% | +14.5% | +0.1% |
| 6M | +45.6% | -31.7% | +77.3% | +54.3% |
| YTD | -7.3% | +45.9% | -53.2% | -31.8% |
| 1Y | -6.1% | +47.0% | -53.1% | -31.2% |
| 3Y | +143.3% | +224.1% | -80.7% | +22.2% |
| 5Y | +0.2% | +238.5% | -238.4% | -50.3% |
| All | +3,838.3% | +508.4% | +3,329.9% | +1,245.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling