+754.7%
MA vs SHAK
+54.6%
+700.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.6% |
| 7D | -0.5% | +4.1% | -4.6% | -1.3% |
| 30D | +7.9% | +2.3% | +5.6% | +7.3% |
| 3M | +16.8% | -0.2% | +17.0% | +16.3% |
| 6M | +31.0% | +10.1% | +20.9% | +27.2% |
| YTD | +15.0% | -10.5% | +25.5% | +14.0% |
| 1Y | +17.0% | -22.4% | +39.4% | +19.1% |
| 3Y | +68.5% | +32.1% | +36.4% | +46.1% |
| 5Y | +85.0% | -14.0% | +98.9% | +68.5% |
| 10Y | +561.3% | +92.7% | +468.6% | +388.0% |
| All | +754.7% | +54.6% | +700.1% | +533.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling