+878.4%
MSFT vs SHAK
+87.2%
+791.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | +0.1% |
| 7D | -0.8% | -8.3% | +7.5% | +0.6% |
| 30D | +0.8% | -12.6% | +13.5% | +3.1% |
| 3M | +27.2% | +9.1% | +18.1% | +24.6% |
| 6M | +22.9% | -31.2% | +54.2% | +28.5% |
| YTD | +3.1% | -21.6% | +24.7% | +4.7% |
| 1Y | -0.3% | -38.8% | +38.5% | +5.7% |
| 3Y | +50.1% | +0.6% | +49.5% | +37.7% |
| 5Y | +74.6% | -22.5% | +97.2% | +61.1% |
| All | +878.4% | +87.2% | +791.2% | +609.8% |
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 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