+662.6%
MS vs SHAK
+61.5%
+601.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.6% |
| 7D | +0.8% | +8.2% | -7.4% | -0.9% |
| 30D | -0.7% | +13.5% | -14.1% | -3.6% |
| 3M | -12.4% | +6.2% | -18.6% | -14.0% |
| 6M | -1.7% | +8.2% | -9.9% | -5.0% |
| YTD | +8.0% | -6.5% | +14.5% | +6.2% |
| 1Y | +16.2% | -19.2% | +35.4% | +17.8% |
| 3Y | +171.3% | +37.9% | +133.4% | +132.7% |
| 5Y | +124.8% | -9.5% | +134.2% | +103.0% |
| 10Y | +553.7% | +106.2% | +447.5% | +349.1% |
| All | +662.6% | +61.5% | +601.1% | +423.8% |
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