+608.0%
MSTR vs SHAK
+54.6%
+553.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.1% | -3.3% | -5.4% |
| 7D | -11.5% | +4.1% | -15.6% | -12.9% |
| 30D | -24.8% | +2.3% | -27.1% | -25.7% |
| 3M | +20.6% | -0.2% | +20.9% | +20.2% |
| 6M | -38.0% | +10.1% | -48.0% | -41.1% |
| YTD | -24.7% | -10.5% | -14.2% | -25.2% |
| 1Y | -49.1% | -22.4% | -26.7% | -46.9% |
| 3Y | +124.7% | +32.1% | +92.6% | +80.4% |
| 5Y | +40.9% | -14.0% | +54.9% | +30.4% |
| 10Y | +481.5% | +92.7% | +388.8% | +349.3% |
| All | +608.0% | +54.6% | +553.3% | +453.2% |
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