+727.3%
MTSI vs SHAK
+47.7%
+679.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +2.1% | -6.6% | +8.7% | +3.6% |
| 3M | -29.7% | +30.1% | -59.8% | -35.3% |
| 6M | +12.5% | -28.7% | +41.3% | +18.2% |
| YTD | +57.0% | -14.5% | +71.5% | +55.7% |
| 1Y | +103.9% | -31.9% | +135.8% | +114.2% |
| 3Y | +223.6% | -1.0% | +224.5% | +194.7% |
| 5Y | +321.6% | -18.7% | +340.2% | +284.1% |
| 10Y | +517.7% | +98.1% | +419.6% | +302.7% |
| All | +727.3% | +47.7% | +679.6% | +449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling