+476.2%
MCO vs SHAK
+31.3%
+444.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -7.3% | -11.0% | +3.6% | -5.4% |
| 30D | -1.7% | -14.0% | +12.3% | +1.0% |
| 3M | +3.9% | +13.3% | -9.3% | +1.1% |
| 6M | +3.8% | -35.3% | +39.1% | +10.1% |
| YTD | -7.9% | -24.0% | +16.1% | -5.6% |
| 1Y | -6.8% | -36.7% | +29.9% | -1.5% |
| 3Y | +40.9% | -5.4% | +46.3% | +32.7% |
| 5Y | +27.5% | -24.9% | +52.4% | +20.0% |
| 10Y | +381.4% | +79.6% | +301.8% | +257.2% |
| All | +476.2% | +31.3% | +444.9% | +335.4% |
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