+34.9%
MAS vs SHAK
-24.2%
+59.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.4% |
| 7D | +2.0% | +2.0% | 0.0% | +1.6% |
| 30D | +19.4% | +12.0% | +7.4% | +17.2% |
| 3M | +9.4% | +2.3% | +7.1% | +8.8% |
| 6M | +15.3% | -25.5% | +40.8% | +17.7% |
| YTD | +31.3% | -11.4% | +42.7% | +28.1% |
| 1Y | +34.9% | -21.8% | +56.6% | +38.6% |
| All | +34.9% | -24.2% | +59.1% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling