-1.8%
MA vs SHAK
-37.3%
+35.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -3.5% | -11.0% | +7.5% | -2.4% |
| 30D | +0.7% | -14.0% | +14.7% | +2.1% |
| 3M | +15.8% | +13.3% | +2.5% | +13.9% |
| 6M | +10.2% | -35.3% | +45.5% | +12.9% |
| YTD | -0.5% | -24.0% | +23.5% | -1.5% |
| 1Y | -1.8% | -36.7% | +34.9% | +0.2% |
| All | -1.8% | -37.3% | +35.4% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling