-99.1%
MSTZ vs SHAK
-39.2%
-59.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.5% | +12.0% | +0.6% |
| 7D | -23.6% | -7.2% | -16.4% | -26.8% |
| 30D | -60.7% | -11.8% | -48.9% | -63.5% |
| 3M | -58.3% | +17.2% | -75.4% | -51.8% |
| 6M | -60.0% | -34.1% | -25.9% | -68.7% |
| YTD | -75.2% | -22.4% | -52.8% | -75.9% |
| 1Y | -19.9% | -35.9% | +16.0% | -34.0% |
| All | -99.1% | -39.2% | -59.9% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling