+499.0%
MA vs SHAK
+81.5%
+417.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | -3.5% | -11.0% | +7.5% | -1.1% |
| 30D | +0.7% | -14.0% | +14.7% | +3.8% |
| 3M | +15.8% | +13.3% | +2.5% | +11.9% |
| 6M | +10.2% | -35.3% | +45.5% | +17.9% |
| YTD | -0.5% | -24.0% | +23.5% | +2.2% |
| 1Y | -1.8% | -36.7% | +34.9% | +4.7% |
| 3Y | +38.7% | -5.4% | +44.1% | +26.4% |
| 5Y | +67.6% | -24.9% | +92.5% | +53.7% |
| All | +499.0% | +81.5% | +417.5% | +321.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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