-31.7%
MTSI vs SHAK
+8.0%
-39.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.1% | +11.5% | +10.2% |
| 7D | +7.2% | +3.0% | +4.1% | +7.1% |
| 30D | -18.4% | +8.2% | -26.7% | -17.3% |
| 3M | -16.7% | +4.6% | -21.3% | -16.2% |
| 6M | -31.7% | +16.3% | -48.1% | -31.0% |
| All | -31.7% | +8.0% | -39.7% | -31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling