+61.7%
MTSI vs SHAK
-21.2%
+83.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -0.5% |
| 7D | -10.7% | +8.3% | -19.0% | -9.8% |
| 30D | -29.0% | +16.7% | -45.7% | -27.7% |
| 3M | -14.7% | +10.0% | -24.7% | -13.5% |
| 6M | -20.1% | -23.8% | +3.7% | -19.4% |
| YTD | +36.1% | -10.3% | +46.4% | +37.3% |
| 1Y | +61.7% | -22.9% | +84.6% | +66.7% |
| All | +61.7% | -21.2% | +83.0% | +66.7% |
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