+66.3%
MA vs SHAK
-25.9%
+92.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.6% |
| 7D | -3.5% | -7.2% | +3.7% | -2.2% |
| 30D | +0.8% | -11.8% | +12.6% | +3.0% |
| 3M | +14.8% | +17.2% | -2.4% | +10.8% |
| 6M | +10.0% | -34.1% | +44.1% | +16.2% |
| YTD | -0.1% | -22.4% | +22.3% | +1.7% |
| 1Y | -2.2% | -35.9% | +33.7% | +3.1% |
| 3Y | +39.3% | -3.4% | +42.6% | +25.9% |
| 5Y | +66.3% | -25.4% | +91.8% | +57.9% |
| All | +66.3% | -25.9% | +92.2% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling