+3,608.8%
SHOP vs MTSI
+448.7%
+3,160.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.2% | -0.5% |
| 7D | -5.4% | -10.0% | +4.5% | -2.7% |
| 30D | -10.3% | -37.2% | +26.9% | +4.7% |
| 3M | +1.0% | -30.1% | +31.1% | +10.7% |
| 6M | +41.2% | -31.9% | +73.1% | +48.7% |
| YTD | -7.5% | +23.2% | -30.7% | -27.1% |
| 1Y | -4.6% | +26.4% | -31.0% | -25.8% |
| 3Y | +146.4% | +186.2% | -39.7% | +30.1% |
| 5Y | -2.5% | +187.0% | -189.6% | -48.2% |
| All | +3,608.8% | +448.7% | +3,160.1% | +1,234.9% |
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