-87.5%
MSTU vs SHAK
-39.2%
-48.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.5% | +1.1% | -0.5% |
| 7D | +12.9% | -7.2% | +20.1% | +20.0% |
| 30D | +68.3% | -11.8% | +80.2% | +86.2% |
| 3M | +0.4% | +17.2% | -16.8% | -13.4% |
| 6M | -41.5% | -34.1% | -7.4% | -24.1% |
| YTD | -61.7% | -22.4% | -39.3% | -57.5% |
| 1Y | -93.7% | -35.9% | -57.7% | -91.6% |
| All | -87.5% | -39.2% | -48.3% | -83.5% |
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