+48.9%
MSFT vs SHAK
-3.6%
+52.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.2% |
| 7D | -1.0% | -7.2% | +6.2% | -0.3% |
| 30D | -2.7% | -11.8% | +9.1% | -1.4% |
| 3M | +22.1% | +17.2% | +4.9% | +19.6% |
| 6M | +20.6% | -34.1% | +54.7% | +24.3% |
| YTD | +2.3% | -22.4% | +24.7% | +2.9% |
| 1Y | -0.5% | -35.9% | +35.4% | +2.4% |
| All | +48.9% | -3.6% | +52.5% | +46.9% |
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