+217.1%
MAS vs SHAK
+122.6%
+94.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -2.1% |
| 7D | +2.4% | +2.0% | +0.3% | +2.0% |
| 30D | +19.8% | +12.0% | +7.8% | +17.2% |
| 3M | +9.8% | +2.3% | +7.5% | +9.1% |
| 6M | +15.8% | -25.5% | +41.3% | +20.1% |
| YTD | +31.8% | -11.4% | +43.2% | +31.5% |
| 1Y | +35.4% | -21.8% | +57.2% | +38.1% |
| 3Y | +59.2% | +25.8% | +33.4% | +41.5% |
| 5Y | +41.2% | -21.0% | +62.2% | +31.3% |
| All | +217.1% | +122.6% | +94.5% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling