+791.2%
MSI vs SHAK
+43.4%
+747.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | -5.8% | -0.3% | -5.4% | -5.7% |
| 30D | -1.0% | -5.2% | +4.3% | -0.4% |
| 3M | +14.2% | +27.3% | -13.1% | +10.5% |
| 6M | +1.0% | -27.9% | +28.9% | +3.4% |
| YTD | +21.5% | -17.0% | +38.4% | +21.7% |
| 1Y | -2.1% | -30.9% | +28.8% | +0.1% |
| 3Y | +69.3% | +3.4% | +66.0% | +58.3% |
| 5Y | +99.3% | -20.5% | +119.8% | +86.3% |
| 10Y | +595.0% | +88.3% | +506.8% | +455.3% |
| All | +791.2% | +43.4% | +747.8% | +613.9% |
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 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