+340.3%
MTSI vs SHAK
-22.1%
+362.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.9% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | -11.6% | -5.2% | -6.3% | -10.4% |
| 3M | -24.1% | +27.3% | -51.3% | -29.9% |
| 6M | +32.4% | -27.9% | +60.3% | +38.8% |
| YTD | +60.4% | -17.0% | +77.4% | +59.6% |
| 1Y | +111.0% | -30.9% | +141.9% | +121.2% |
| 3Y | +246.1% | +3.4% | +242.8% | +202.7% |
| 5Y | +340.3% | -20.5% | +360.8% | +284.0% |
| All | +340.3% | -22.1% | +362.4% | +284.0% |
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 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