+96.8%
MNST vs SHAK
-10.3%
+107.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.3% |
| 7D | -6.9% | +3.0% | -9.9% | -7.2% |
| 30D | +3.7% | +8.2% | -4.5% | +2.7% |
| 3M | -0.3% | +4.6% | -4.8% | -1.0% |
| 6M | +5.1% | +16.3% | -11.3% | +2.5% |
| YTD | +18.4% | -7.6% | +26.0% | +17.6% |
| 1Y | +26.3% | -18.7% | +45.0% | +27.2% |
| 3Y | +64.3% | +36.4% | +27.9% | +44.4% |
| 5Y | +96.8% | -10.5% | +107.3% | +86.6% |
| All | +96.8% | -10.3% | +107.1% | +86.6% |
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