-10.1%
MSCI vs SHAK
-25.9%
+15.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.8% |
| 7D | -1.1% | -7.2% | +6.1% | +0.3% |
| 30D | -1.2% | -11.8% | +10.6% | +1.1% |
| 3M | -8.4% | +17.2% | -25.6% | -11.8% |
| 6M | -1.0% | -34.1% | +33.1% | +4.8% |
| YTD | -2.3% | -22.4% | +20.1% | -0.6% |
| 1Y | -1.2% | -35.9% | +34.7% | +4.4% |
| 3Y | +7.9% | -3.4% | +11.3% | -5.5% |
| 5Y | -10.1% | -25.4% | +15.4% | -19.9% |
| All | -10.1% | -25.9% | +15.8% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling