+207.5%
SHEL vs MAS
+213.7%
-6.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -8.8% | +2.0% | -10.8% | -9.4% |
| 30D | +2.3% | +19.4% | -17.1% | -2.2% |
| 3M | +11.6% | +9.4% | +2.1% | +8.7% |
| 6M | +15.7% | +15.3% | +0.3% | +10.0% |
| YTD | +38.6% | +31.3% | +7.2% | +25.5% |
| 1Y | +38.5% | +34.9% | +3.6% | +24.3% |
| 3Y | +66.9% | +58.6% | +8.3% | +38.1% |
| 5Y | +160.6% | +40.7% | +119.9% | +119.3% |
| All | +207.5% | +213.7% | -6.2% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling