+210.4%
MGY vs SHAK
+78.9%
+131.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | +3.5% | -8.3% | +11.8% | +5.5% |
| 30D | +5.3% | -12.6% | +17.9% | +8.3% |
| 3M | +2.6% | +9.1% | -6.5% | -0.6% |
| 6M | -3.3% | -31.2% | +28.0% | +1.8% |
| YTD | +29.2% | -21.6% | +50.8% | +30.6% |
| 1Y | +18.0% | -38.8% | +56.8% | +26.4% |
| 3Y | +30.0% | +0.6% | +29.4% | +14.0% |
| 5Y | +92.7% | -22.5% | +115.2% | +70.1% |
| All | +210.4% | +78.9% | +131.4% | +105.9% |
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 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