+102.8%
MSI vs SHAK
-27.4%
+130.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.0% |
| 7D | -1.8% | -11.0% | +9.2% | -0.9% |
| 30D | -0.6% | -14.0% | +13.4% | +0.5% |
| 3M | +13.0% | +13.3% | -0.2% | +11.4% |
| 6M | +0.5% | -35.3% | +35.8% | +3.4% |
| YTD | +21.7% | -24.0% | +45.7% | +22.6% |
| 1Y | -2.6% | -36.7% | +34.1% | -0.1% |
| 3Y | +69.7% | -5.4% | +75.0% | +58.6% |
| 5Y | +102.8% | -24.9% | +127.7% | +85.2% |
| All | +102.8% | -27.4% | +130.2% | +85.2% |
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