-0.3%
MSFT vs SHAK
-34.9%
+34.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | +0.5% |
| 7D | -0.8% | -8.3% | +7.5% | -0.4% |
| 30D | +0.8% | -12.6% | +13.5% | +1.4% |
| 3M | +27.2% | +9.1% | +18.1% | +26.3% |
| 6M | +22.9% | -31.2% | +54.2% | +22.3% |
| YTD | +3.1% | -21.6% | +24.7% | +1.9% |
| 1Y | -0.3% | -38.8% | +38.5% | -0.5% |
| All | -0.3% | -34.9% | +34.6% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling