+66.9%
SHEL vs MAS
+59.6%
+7.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.6% |
| 7D | -6.7% | +3.6% | -10.2% | -6.8% |
| 30D | -2.9% | +23.8% | -26.7% | -3.9% |
| 3M | +9.1% | +14.4% | -5.3% | +8.4% |
| 6M | +17.9% | +19.7% | -1.8% | +16.2% |
| YTD | +36.0% | +36.0% | +0.1% | +30.9% |
| 1Y | +31.8% | +40.4% | -8.6% | +26.0% |
| 3Y | +66.9% | +58.9% | +8.0% | +58.4% |
| All | +66.9% | +59.6% | +7.3% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling