+107.1%
MSTR vs SHAK
-25.9%
+133.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | +0.9% |
| 7D | +7.7% | -7.2% | +14.9% | +12.5% |
| 30D | +36.3% | -11.8% | +48.2% | +46.4% |
| 3M | +13.4% | +17.2% | -3.8% | +1.3% |
| 6M | -4.5% | -34.1% | +29.6% | +13.5% |
| YTD | -12.7% | -22.4% | +9.7% | -7.2% |
| 1Y | -59.6% | -35.9% | -23.7% | -52.2% |
| 3Y | +272.5% | -3.4% | +275.8% | +161.4% |
| 5Y | +107.1% | -25.4% | +132.6% | +52.6% |
| All | +107.1% | -25.9% | +133.0% | +52.6% |
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