+160.4%
SHEL vs MAS
+39.2%
+121.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -8.8% | +2.0% | -10.8% | -9.0% |
| 30D | +2.3% | +19.4% | -17.1% | +0.5% |
| 3M | +11.6% | +9.4% | +2.1% | +10.4% |
| 6M | +15.7% | +15.3% | +0.3% | +13.2% |
| YTD | +38.6% | +31.3% | +7.2% | +32.1% |
| 1Y | +38.5% | +34.9% | +3.6% | +31.3% |
| 3Y | +66.9% | +58.6% | +8.3% | +52.0% |
| All | +160.4% | +39.2% | +121.2% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling