+120.5%
SHOP vs MTSI
+224.7%
-104.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.7% |
| 7D | -5.1% | +1.4% | -6.5% | -5.6% |
| 30D | +0.6% | +2.1% | -1.5% | -1.4% |
| 3M | +25.0% | -29.7% | +54.8% | +38.1% |
| 6M | +11.9% | +12.5% | -0.6% | -4.6% |
| YTD | -9.9% | +57.0% | -66.9% | -37.2% |
| 1Y | 0.0% | +103.9% | -104.0% | -41.4% |
| All | +120.5% | +224.7% | -104.2% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling