+659.5%
MSTR vs SHAK
+87.2%
+572.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.5% |
| 7D | -8.3% | -8.3% | 0.0% | -4.9% |
| 30D | +38.1% | -12.6% | +50.8% | +46.4% |
| 3M | +9.0% | +9.1% | -0.1% | +3.6% |
| 6M | -5.3% | -31.2% | +25.9% | +6.2% |
| YTD | -13.8% | -21.6% | +7.8% | -9.2% |
| 1Y | -59.8% | -38.8% | -21.0% | -53.1% |
| 3Y | +282.2% | +0.6% | +281.6% | +225.6% |
| 5Y | +112.8% | -22.5% | +135.3% | +98.0% |
| All | +659.5% | +87.2% | +572.3% | +439.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling