+357.2%
MAS vs SHAK
+48.6%
+308.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -2.7% |
| 7D | +4.6% | -1.0% | +5.5% | +4.8% |
| 30D | +19.9% | +8.1% | +11.8% | +18.2% |
| 3M | +8.9% | -6.1% | +15.0% | +9.9% |
| 6M | +20.2% | -27.7% | +47.9% | +24.9% |
| YTD | +33.9% | -14.0% | +47.9% | +34.4% |
| 1Y | +34.7% | -27.1% | +61.7% | +38.9% |
| 3Y | +60.4% | +17.3% | +43.1% | +46.7% |
| 5Y | +43.5% | -23.2% | +66.7% | +35.7% |
| 10Y | +226.7% | +119.9% | +106.8% | +139.0% |
| All | +357.2% | +48.6% | +308.7% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling