-65.1%
MSTZ vs SHAK
-21.2%
-43.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.8% | -13.4% | -7.7% |
| 7D | +0.7% | +8.3% | -7.6% | +4.9% |
| 30D | +16.6% | +16.7% | -0.1% | +26.6% |
| 3M | -74.7% | +10.0% | -84.6% | -72.6% |
| 6M | -43.9% | -23.8% | -20.1% | -48.6% |
| YTD | -84.0% | -10.3% | -73.7% | -83.8% |
| 1Y | -65.1% | -22.9% | -42.2% | -66.5% |
| All | -65.1% | -21.2% | -43.9% | -66.5% |
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 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