+433.8%
MAR vs SHAK
+87.2%
+346.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.8% |
| 7D | -0.5% | -8.3% | +7.7% | +1.8% |
| 30D | -5.4% | -12.6% | +7.2% | -1.9% |
| 3M | -15.5% | +9.1% | -24.6% | -18.3% |
| 6M | +3.0% | -31.2% | +34.2% | +11.0% |
| YTD | +8.5% | -21.6% | +30.1% | +12.0% |
| 1Y | +26.0% | -38.8% | +64.7% | +39.1% |
| 3Y | +68.6% | +0.6% | +68.0% | +51.4% |
| 5Y | +157.4% | -22.5% | +179.9% | +135.5% |
| All | +433.8% | +87.2% | +346.6% | +263.3% |
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