+2,460.3%
SHEL vs MAS
+1,430.5%
+1,029.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | +6.8% | -5.6% | +12.4% | +8.1% |
| 3M | +8.1% | +4.4% | +3.7% | +6.1% |
| 6M | +14.4% | +7.2% | +7.2% | +10.8% |
| YTD | +30.0% | +16.1% | +13.9% | +23.0% |
| 1Y | +33.3% | +0.1% | +33.2% | +30.4% |
| 3Y | +66.4% | +28.3% | +38.1% | +50.6% |
| 5Y | +178.6% | +30.5% | +148.1% | +145.9% |
| 10Y | +198.4% | +139.1% | +59.3% | +122.4% |
| All | +2,460.3% | +1,430.5% | +1,029.8% | +1,022.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling