+783.7%
MSTR vs SHAK
+47.7%
+736.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | -0.7% | +12.9% | +12.6% |
| 30D | +45.2% | -6.6% | +51.8% | +48.9% |
| 3M | +10.4% | +30.1% | -19.7% | -0.8% |
| 6M | -2.5% | -28.7% | +26.3% | +6.4% |
| YTD | -6.0% | -14.5% | +8.5% | -4.5% |
| 1Y | -56.4% | -31.9% | -24.5% | -52.1% |
| 3Y | +306.3% | -1.0% | +307.2% | +264.9% |
| 5Y | +100.5% | -18.7% | +119.2% | +88.6% |
| 10Y | +741.1% | +98.1% | +643.0% | +559.6% |
| All | +783.7% | +47.7% | +736.0% | +606.2% |
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