+477.8%
MTSI vs SHAK
+111.2%
+366.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | -3.8% | +8.2% | -12.0% | -5.6% |
| 30D | -31.4% | +13.5% | -44.8% | -33.8% |
| 3M | -23.8% | +6.2% | -30.0% | -25.5% |
| 6M | -37.1% | +8.2% | -45.3% | -40.1% |
| YTD | +32.2% | -6.5% | +38.7% | +26.9% |
| 1Y | +26.9% | -19.2% | +46.1% | +27.1% |
| 3Y | +193.7% | +37.9% | +155.8% | +137.2% |
| 5Y | +218.0% | -9.5% | +227.5% | +177.5% |
| 10Y | +477.8% | +106.2% | +371.6% | +218.4% |
| All | +477.8% | +111.2% | +366.5% | +218.4% |
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