+39.4%
MAS vs SHAK
-20.2%
+59.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.3% |
| 7D | +3.0% | +4.3% | -1.3% | +2.2% |
| 30D | +22.4% | +9.0% | +13.4% | +20.6% |
| 3M | +14.5% | +1.8% | +12.7% | +13.7% |
| 6M | +27.1% | +17.3% | +9.8% | +22.9% |
| YTD | +35.8% | -7.6% | +43.4% | +31.1% |
| 1Y | +39.4% | -16.9% | +56.3% | +37.2% |
| All | +39.4% | -20.2% | +59.6% | +37.2% |
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