+163.3%
SHEL vs MAS
+41.7%
+121.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.4% |
| 7D | -7.0% | +4.6% | -11.6% | -7.4% |
| 30D | +2.6% | +19.9% | -17.3% | +0.7% |
| 3M | +15.1% | +8.9% | +6.2% | +14.0% |
| 6M | +13.6% | +20.2% | -6.6% | +10.6% |
| YTD | +40.0% | +33.9% | +6.1% | +33.2% |
| 1Y | +39.2% | +34.7% | +4.5% | +32.2% |
| 3Y | +70.4% | +60.4% | +10.0% | +55.1% |
| 5Y | +163.3% | +43.5% | +119.8% | +138.3% |
| All | +163.3% | +41.7% | +121.6% | +138.3% |
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