+779.8%
MS vs SHAK
+47.7%
+732.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | -0.3% | -6.6% | +6.4% | +1.2% |
| 3M | +0.3% | +30.1% | -29.8% | -6.2% |
| 6M | +31.3% | -28.7% | +60.1% | +38.2% |
| YTD | +24.7% | -14.5% | +39.2% | +25.6% |
| 1Y | +47.9% | -31.9% | +79.8% | +56.2% |
| 3Y | +178.3% | -1.0% | +179.3% | +158.3% |
| 5Y | +144.9% | -18.7% | +163.6% | +126.0% |
| 10Y | +804.5% | +98.1% | +706.4% | +532.2% |
| All | +779.8% | +47.7% | +732.2% | +519.2% |
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