+86.1%
MA vs SHAK
-14.8%
+100.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | -0.5% | +4.1% | -4.6% | -1.3% |
| 30D | +7.9% | +2.3% | +5.6% | +7.4% |
| 3M | +16.8% | -0.2% | +17.0% | +16.4% |
| 6M | +31.0% | +10.1% | +20.9% | +27.5% |
| YTD | +15.0% | -10.5% | +25.5% | +13.9% |
| 1Y | +17.0% | -22.4% | +39.4% | +19.0% |
| 3Y | +68.5% | +32.1% | +36.4% | +41.7% |
| All | +86.1% | -14.8% | +100.8% | +74.1% |
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