-99.2%
MSTZ vs SHAK
-26.8%
-72.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.2% | +6.4% |
| 7D | +21.1% | +8.2% | +12.9% | +29.1% |
| 30D | +40.1% | +13.5% | +26.6% | +54.5% |
| 3M | -66.1% | +6.2% | -72.3% | -63.2% |
| 6M | -20.7% | +8.2% | -28.9% | -12.5% |
| YTD | -78.6% | -6.5% | -72.1% | -75.7% |
| 1Y | -55.5% | -19.2% | -36.3% | -56.5% |
| All | -99.2% | -26.8% | -72.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling