+40.4%
MSTR vs SHAK
-12.1%
+52.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -4.3% |
| 7D | -13.4% | +4.3% | -17.7% | -15.8% |
| 30D | -22.1% | +9.0% | -31.1% | -26.5% |
| 3M | +15.0% | +1.8% | +13.1% | +12.4% |
| 6M | -37.3% | +17.3% | -54.6% | -45.1% |
| YTD | -26.5% | -7.6% | -18.9% | -30.4% |
| 1Y | -46.5% | -16.9% | -29.6% | -46.2% |
| 3Y | +121.1% | +35.1% | +86.0% | +11.5% |
| All | +40.4% | -12.1% | +52.5% | -12.6% |
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 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