-60.6%
MSTR vs SHAK
-37.3%
-23.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.6% |
| 7D | -11.2% | -11.0% | -0.3% | -8.4% |
| 30D | +33.8% | -14.0% | +47.8% | +39.4% |
| 3M | +11.5% | +13.3% | -1.8% | +7.3% |
| 6M | -7.2% | -35.3% | +28.2% | +2.3% |
| YTD | -15.4% | -24.0% | +8.6% | -10.1% |
| 1Y | -60.6% | -36.7% | -23.9% | -54.7% |
| All | -60.6% | -37.3% | -23.4% | -54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling