+41.0%
MAS vs SHAK
-19.2%
+60.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.6% |
| 7D | +2.0% | +2.0% | 0.0% | +1.5% |
| 30D | +19.4% | +12.0% | +7.4% | +16.4% |
| 3M | +9.4% | +2.3% | +7.1% | +8.6% |
| 6M | +15.3% | -25.5% | +40.8% | +20.2% |
| YTD | +31.3% | -11.4% | +42.7% | +30.6% |
| 1Y | +34.9% | -21.8% | +56.6% | +37.7% |
| 3Y | +58.6% | +25.8% | +32.8% | +34.0% |
| All | +41.0% | -19.2% | +60.2% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling