-93.8%
MSTU vs SHAK
-34.9%
-58.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +1.9% |
| 7D | -16.6% | -8.3% | -8.3% | -12.5% |
| 30D | +69.7% | -12.6% | +82.3% | +83.1% |
| 3M | -7.5% | +9.1% | -16.6% | -12.1% |
| 6M | -43.1% | -31.2% | -11.9% | -32.9% |
| YTD | -63.0% | -21.6% | -41.5% | -58.3% |
| 1Y | -93.8% | -38.8% | -55.0% | -90.4% |
| All | -93.8% | -34.9% | -58.9% | -90.4% |
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