+40.4%
MAS vs SHAK
-21.2%
+61.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.8% | +1.8% | +5.0% |
| 7D | +14.2% | +8.3% | +5.8% | +12.7% |
| 30D | +26.8% | +16.7% | +10.1% | +23.7% |
| 3M | +13.1% | +10.0% | +3.2% | +11.2% |
| 6M | +27.9% | -23.8% | +51.7% | +30.1% |
| YTD | +38.7% | -10.3% | +48.9% | +34.7% |
| 1Y | +40.4% | -22.9% | +63.3% | +45.3% |
| All | +40.4% | -21.2% | +61.6% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling