+611.5%
MSCI vs SHAK
+81.5%
+530.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.8% |
| 7D | -4.7% | -11.0% | +6.3% | -2.6% |
| 30D | -2.2% | -14.0% | +11.9% | +0.6% |
| 3M | -9.7% | +13.3% | -22.9% | -12.5% |
| 6M | +0.3% | -35.3% | +35.6% | +6.6% |
| YTD | -3.5% | -24.0% | +20.5% | -1.2% |
| 1Y | -1.4% | -36.7% | +35.3% | +4.5% |
| 3Y | +6.6% | -5.4% | +11.9% | -2.7% |
| 5Y | -10.9% | -24.9% | +14.0% | -18.4% |
| All | +611.5% | +81.5% | +530.0% | +386.9% |
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