+8,355.9%
SHOP vs MTSI
+429.0%
+7,926.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -18.4% | +12.3% | +1.0% |
| 7D | -13.9% | -24.6% | +10.7% | -4.9% |
| 30D | -12.6% | -45.7% | +33.1% | +8.3% |
| 3M | -0.3% | -27.7% | +27.4% | +7.4% |
| 6M | +33.6% | -37.3% | +70.9% | +45.3% |
| YTD | -10.7% | +11.1% | -21.8% | -26.7% |
| 1Y | -11.8% | +27.2% | -38.9% | -32.3% |
| 3Y | +133.9% | +153.7% | -19.8% | +29.7% |
| 5Y | -5.9% | +159.0% | -164.9% | -47.7% |
| 10Y | +3,571.8% | +405.6% | +3,166.2% | +1,216.9% |
| All | +8,355.9% | +429.0% | +7,926.8% | +3,043.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling