+84.3%
MKSI vs SHAK
-22.8%
+107.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +0.9% |
| 7D | +2.7% | -8.3% | +11.0% | +6.0% |
| 30D | -12.8% | -12.6% | -0.2% | -8.3% |
| 3M | -22.5% | +9.1% | -31.6% | -26.6% |
| 6M | +19.4% | -31.2% | +50.6% | +31.6% |
| YTD | +67.7% | -21.6% | +89.3% | +72.4% |
| 1Y | +131.4% | -38.8% | +170.2% | +164.7% |
| 3Y | +197.3% | +0.6% | +196.7% | +154.7% |
| All | +84.3% | -22.8% | +107.1% | +56.9% |
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