+38.5%
SHEL vs MAS
+32.0%
+6.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -1.3% |
| 7D | -8.8% | +2.0% | -10.8% | -8.5% |
| 30D | +2.3% | +19.4% | -17.1% | +4.9% |
| 3M | +11.6% | +9.4% | +2.1% | +13.0% |
| 6M | +15.7% | +15.3% | +0.3% | +18.2% |
| YTD | +38.6% | +31.3% | +7.2% | +42.0% |
| 1Y | +38.5% | +34.9% | +3.6% | +41.5% |
| All | +38.5% | +32.0% | +6.5% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling