+210.1%
MTSI vs SHAK
-7.9%
+218.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.3% | +1.7% | +7.1% |
| 7D | +3.5% | +6.5% | -3.0% | +2.1% |
| 30D | -30.3% | +15.3% | -45.6% | -32.9% |
| 3M | -26.0% | +8.5% | -34.5% | -27.9% |
| 6M | -36.1% | +10.0% | -46.1% | -39.2% |
| YTD | +34.3% | -5.0% | +39.2% | +28.1% |
| 1Y | +35.3% | -15.3% | +50.6% | +34.0% |
| 3Y | +217.6% | +40.7% | +177.0% | +146.9% |
| 5Y | +210.1% | -7.9% | +218.0% | +157.4% |
| All | +210.1% | -7.9% | +218.0% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling