+120.4%
MTSI vs SHAK
-35.2%
+155.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.5% | +10.6% | +3.6% |
| 7D | +11.1% | -7.2% | +18.3% | +10.4% |
| 30D | -3.7% | -11.8% | +8.1% | -4.5% |
| 3M | -20.2% | +17.2% | -37.4% | -19.9% |
| 6M | +30.8% | -34.1% | +64.9% | +29.9% |
| YTD | +67.0% | -22.4% | +89.4% | +64.0% |
| 1Y | +120.4% | -35.9% | +156.4% | +114.0% |
| All | +120.4% | -35.2% | +155.7% | +114.0% |
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 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