+30.7%
MCO vs SHAK
-22.8%
+53.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +1.0% |
| 7D | -3.8% | -8.3% | +4.5% | -2.2% |
| 30D | -0.4% | -12.6% | +12.2% | +2.1% |
| 3M | +7.7% | +9.1% | -1.4% | +5.5% |
| 6M | +7.0% | -31.2% | +38.2% | +12.5% |
| YTD | -6.4% | -21.6% | +15.2% | -4.7% |
| 1Y | -7.6% | -38.8% | +31.1% | -1.2% |
| 3Y | +43.2% | +0.6% | +42.6% | +29.6% |
| All | +30.7% | -22.8% | +53.5% | +19.8% |
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