+803.2%
MS vs SHAK
+77.6%
+725.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +1.2% |
| 7D | +1.7% | -7.2% | +8.9% | +3.5% |
| 30D | 0.0% | -11.8% | +11.8% | +3.0% |
| 3M | +3.0% | +17.2% | -14.2% | -2.0% |
| 6M | +35.7% | -34.1% | +69.8% | +46.3% |
| YTD | +23.3% | -22.4% | +45.7% | +27.1% |
| 1Y | +44.7% | -35.9% | +80.6% | +55.9% |
| 3Y | +178.0% | -3.4% | +181.4% | +154.7% |
| 5Y | +143.2% | -25.4% | +168.6% | +125.1% |
| 10Y | +803.2% | +83.4% | +719.8% | +448.4% |
| All | +803.2% | +77.6% | +725.5% | +448.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling