+63.0%
MAS vs SHAK
+36.6%
+26.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.3% | -2.8% | +3.1% |
| 7D | +3.3% | +6.5% | -3.2% | +2.1% |
| 30D | +25.5% | +15.3% | +10.1% | +22.2% |
| 3M | +11.8% | +8.5% | +3.3% | +9.8% |
| 6M | +21.3% | +10.0% | +11.3% | +18.2% |
| YTD | +37.7% | -5.0% | +42.7% | +35.1% |
| 1Y | +41.0% | -15.3% | +56.3% | +41.2% |
| 3Y | +63.0% | +40.7% | +22.3% | +34.0% |
| All | +63.0% | +36.6% | +26.4% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling