+71.2%
MSFU vs SHAK
+36.2%
+35.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | -6.9% | -11.0% | +4.0% | -4.5% |
| 30D | -5.1% | -14.0% | +8.9% | -2.0% |
| 3M | +44.6% | +13.3% | +31.4% | +39.5% |
| 6M | +32.8% | -35.3% | +68.1% | +42.3% |
| YTD | -10.1% | -24.0% | +13.9% | -8.2% |
| 1Y | -19.4% | -36.7% | +17.3% | -14.0% |
| 3Y | +26.2% | -5.4% | +31.5% | +15.6% |
| All | +71.2% | +36.2% | +35.0% | +37.7% |
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