+89.0%
MGY vs SHAK
-22.8%
+111.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.2% |
| 7D | +3.5% | -8.3% | +11.8% | +4.6% |
| 30D | +5.3% | -12.6% | +17.9% | +6.9% |
| 3M | +2.6% | +9.1% | -6.5% | +0.8% |
| 6M | -3.3% | -31.2% | +28.0% | -0.1% |
| YTD | +29.2% | -21.6% | +50.8% | +30.0% |
| 1Y | +18.0% | -38.8% | +56.8% | +23.4% |
| 3Y | +30.0% | +0.6% | +29.4% | +21.3% |
| All | +89.0% | -22.8% | +111.8% | +75.9% |
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