+197.3%
MKSI vs SHAK
-2.6%
+200.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.0% |
| 7D | +2.7% | -8.3% | +11.0% | +5.6% |
| 30D | -12.8% | -12.6% | -0.2% | -8.9% |
| 3M | -22.5% | +9.1% | -31.6% | -26.0% |
| 6M | +19.4% | -31.2% | +50.6% | +30.7% |
| YTD | +67.7% | -21.6% | +89.3% | +71.4% |
| 1Y | +131.4% | -38.8% | +170.2% | +163.3% |
| 3Y | +197.3% | +0.6% | +196.7% | +161.0% |
| All | +197.3% | -2.6% | +200.0% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling