+398.6%
MAR vs SHAK
+34.1%
+364.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +2.4% |
| 7D | -0.5% | -7.2% | +6.7% | +1.3% |
| 30D | -4.7% | -11.8% | +7.1% | -1.8% |
| 3M | -15.6% | +17.2% | -32.8% | -19.5% |
| 6M | +1.2% | -34.1% | +35.4% | +9.3% |
| YTD | +7.5% | -22.4% | +29.9% | +11.0% |
| 1Y | +26.6% | -35.9% | +62.5% | +36.5% |
| 3Y | +66.0% | -3.4% | +69.3% | +54.2% |
| 5Y | +154.1% | -25.4% | +179.5% | +139.7% |
| 10Y | +441.9% | +83.4% | +358.4% | +308.7% |
| All | +398.6% | +34.1% | +364.6% | +281.0% |
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