+214.8%
MAS vs SHAK
+111.2%
+103.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | +3.6% | +8.2% | -4.6% | +2.0% |
| 30D | +23.8% | +13.5% | +10.4% | +20.8% |
| 3M | +14.4% | +6.2% | +8.2% | +12.8% |
| 6M | +19.7% | +8.2% | +11.5% | +16.8% |
| YTD | +36.0% | -6.5% | +42.4% | +34.1% |
| 1Y | +40.4% | -19.2% | +59.5% | +42.3% |
| 3Y | +58.9% | +37.9% | +21.0% | +38.8% |
| 5Y | +44.5% | -9.5% | +54.0% | +31.2% |
| 10Y | +214.8% | +106.2% | +108.6% | +104.9% |
| All | +214.8% | +111.2% | +103.5% | +104.9% |
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