-88.4%
MSTU vs SHAK
-40.5%
-47.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.1% | -4.7% | -5.2% |
| 7D | -22.0% | -11.0% | -11.1% | -14.7% |
| 30D | +60.3% | -14.0% | +74.3% | +80.9% |
| 3M | -3.7% | +13.3% | -17.0% | -14.6% |
| 6M | -45.2% | -35.3% | -9.9% | -27.9% |
| YTD | -64.3% | -24.0% | -40.3% | -59.7% |
| 1Y | -94.0% | -36.7% | -57.3% | -92.0% |
| All | -88.4% | -40.5% | -47.9% | -84.4% |
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 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