+198.1%
MTCH vs SHAK
+87.2%
+110.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.5% |
| 7D | +1.3% | -8.3% | +9.6% | +3.5% |
| 30D | +15.9% | -12.6% | +28.5% | +19.8% |
| 3M | +23.3% | +9.1% | +14.2% | +19.2% |
| 6M | +40.1% | -31.2% | +71.4% | +50.4% |
| YTD | +33.6% | -21.6% | +55.2% | +37.7% |
| 1Y | +14.1% | -38.8% | +52.9% | +25.2% |
| 3Y | +1.4% | +0.6% | +0.8% | -9.3% |
| 5Y | -73.1% | -22.5% | -50.6% | -75.4% |
| All | +198.1% | +87.2% | +110.9% | +120.0% |
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