-30.2%
MSTZ vs SHAK
-34.0%
+3.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.7% |
| 7D | -29.7% | -0.7% | -29.0% | -29.5% |
| 30D | -65.3% | -6.6% | -58.7% | -66.0% |
| 3M | -57.3% | +30.1% | -87.4% | -50.2% |
| 6M | -61.6% | -28.7% | -32.9% | -65.7% |
| YTD | -78.3% | -14.5% | -63.8% | -77.6% |
| 1Y | -30.2% | -31.9% | +1.6% | -37.8% |
| All | -30.2% | -34.0% | +3.8% | -37.8% |
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