+35.2%
SHOP vs MUZ
-52.7%
+87.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -23.9% | +25.7% | +1.7% |
| 7D | -2.5% | -17.7% | +15.2% | -2.7% |
| 30D | -16.7% | +14.5% | -31.2% | -17.5% |
| 3M | -2.2% | -25.7% | +23.5% | -1.6% |
| All | +35.2% | -52.7% | +87.9% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 6mo: compounded portfolio wealth divided by compounded MUZ 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…
6mo analysis · Full analysis span regression · Available span rolling