+2,705.7%
SHEL vs MAS
+1,727.7%
+978.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.6% | -7.9% | -3.6% |
| 7D | -3.2% | +14.2% | -17.3% | -6.2% |
| 30D | +5.5% | +26.8% | -21.3% | -0.4% |
| 3M | +14.4% | +13.1% | +1.2% | +10.7% |
| 6M | +16.2% | +27.9% | -11.8% | +8.2% |
| YTD | +42.4% | +38.7% | +3.8% | +28.9% |
| 1Y | +43.3% | +40.4% | +2.9% | +29.2% |
| 3Y | +73.3% | +66.1% | +7.2% | +47.4% |
| 5Y | +173.2% | +47.4% | +125.7% | +134.1% |
| 10Y | +222.9% | +238.3% | -15.5% | +121.9% |
| All | +2,705.7% | +1,727.7% | +978.0% | +1,076.7% |
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 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