+95.0%
MO vs SHAK
-2.6%
+97.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | +0.3% |
| 7D | +0.1% | -8.3% | +8.4% | +0.1% |
| 30D | +7.1% | -12.6% | +19.8% | +7.0% |
| 3M | -2.0% | +9.1% | -11.1% | -1.8% |
| 6M | +7.3% | -31.2% | +38.6% | +7.4% |
| YTD | +23.5% | -21.6% | +45.0% | +23.7% |
| 1Y | +11.0% | -38.8% | +49.8% | +11.3% |
| 3Y | +95.0% | +0.6% | +94.4% | +87.1% |
| All | +95.0% | -2.6% | +97.6% | +87.1% |
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