+1,300.8%
MSCI vs SHAK
+59.5%
+1,241.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.8% |
| 7D | +3.0% | +4.3% | -1.3% | +2.2% |
| 30D | +17.8% | +9.0% | +8.8% | +15.8% |
| 3M | +15.2% | +1.8% | +13.4% | +14.3% |
| 6M | +16.5% | +17.3% | -0.8% | +11.9% |
| YTD | +16.4% | -7.6% | +24.0% | +14.5% |
| 1Y | +16.8% | -16.9% | +33.7% | +17.1% |
| 3Y | +35.8% | +35.1% | +0.7% | +17.6% |
| 5Y | +7.0% | -11.3% | +18.2% | -3.1% |
| 10Y | +818.6% | +98.8% | +719.7% | +559.8% |
| All | +1,300.8% | +59.5% | +1,241.3% | +911.1% |
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