+752.1%
MKSI vs SHAK
+35.4%
+716.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.1% |
| 7D | +2.7% | -8.3% | +11.0% | +5.3% |
| 30D | -12.8% | -12.6% | -0.2% | -9.4% |
| 3M | -22.5% | +9.1% | -31.6% | -25.6% |
| 6M | +19.4% | -31.2% | +50.6% | +28.7% |
| YTD | +67.7% | -21.6% | +89.3% | +72.4% |
| 1Y | +131.4% | -38.8% | +170.2% | +156.3% |
| 3Y | +197.3% | +0.6% | +196.7% | +176.2% |
| 5Y | +87.0% | -22.5% | +109.5% | +78.8% |
| 10Y | +522.1% | +85.3% | +436.8% | +361.9% |
| All | +752.1% | +35.4% | +716.7% | +520.7% |
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