+35.8%
MSCI vs SHAK
+36.4%
-0.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +1.0% |
| 7D | +3.0% | +4.3% | -1.3% | +2.5% |
| 30D | +17.8% | +9.0% | +8.8% | +16.7% |
| 3M | +15.2% | +1.8% | +13.4% | +14.7% |
| 6M | +16.5% | +17.3% | -0.8% | +14.0% |
| YTD | +16.4% | -7.6% | +24.0% | +14.9% |
| 1Y | +16.8% | -16.9% | +33.7% | +16.8% |
| 3Y | +35.8% | +35.1% | +0.7% | +20.9% |
| All | +35.8% | +36.4% | -0.6% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling