+542.0%
MS vs SHAK
+97.6%
+444.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | 0.0% |
| 7D | +5.1% | +4.3% | +0.8% | +3.9% |
| 30D | +5.7% | +9.0% | -3.4% | +3.3% |
| 3M | -12.2% | +1.8% | -14.0% | -13.1% |
| 6M | -0.5% | +17.3% | -17.8% | -6.0% |
| YTD | +9.8% | -7.6% | +17.5% | +8.0% |
| 1Y | +17.7% | -16.9% | +34.6% | +18.6% |
| 3Y | +176.8% | +35.1% | +141.8% | +132.2% |
| 5Y | +123.7% | -11.3% | +135.0% | +99.4% |
| All | +542.0% | +97.6% | +444.4% | +296.1% |
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 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