+73.5%
MSFT vs SHAK
-27.4%
+100.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.5% |
| 7D | -3.5% | -11.0% | +7.5% | -1.6% |
| 30D | -2.1% | -14.0% | +12.0% | +0.3% |
| 3M | +24.2% | +13.3% | +10.9% | +20.9% |
| 6M | +21.9% | -35.3% | +57.2% | +28.4% |
| YTD | +2.5% | -24.0% | +26.5% | +4.3% |
| 1Y | -0.8% | -36.7% | +35.9% | +4.1% |
| 3Y | +50.8% | -5.4% | +56.1% | +37.4% |
| 5Y | +73.5% | -24.9% | +98.4% | +58.5% |
| All | +73.5% | -27.4% | +100.9% | +58.5% |
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 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