+1,343.5%
MSFT vs SHAK
+43.4%
+1,300.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.7% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -1.0% | -5.2% | +4.2% | -0.2% |
| 3M | +20.2% | +27.3% | -7.1% | +15.1% |
| 6M | +21.3% | -27.9% | +49.1% | +25.4% |
| YTD | +2.8% | -17.0% | +19.7% | +3.4% |
| 1Y | 0.0% | -30.9% | +30.9% | +3.3% |
| 3Y | +51.2% | +3.4% | +47.9% | +40.2% |
| 5Y | +71.4% | -20.5% | +91.9% | +59.8% |
| 10Y | +868.6% | +88.3% | +780.3% | +635.0% |
| All | +1,343.5% | +43.4% | +1,300.0% | +1,010.8% |
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 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