+337.7%
SHW vs MAS
+215.0%
+122.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +1.9% | +3.0% | -1.1% | +0.2% |
| 30D | +8.1% | +22.4% | -14.4% | -3.9% |
| 3M | -2.8% | +14.5% | -17.3% | -10.1% |
| 6M | +15.0% | +27.1% | -12.1% | -0.5% |
| YTD | +9.0% | +35.8% | -26.8% | -10.3% |
| 1Y | +4.5% | +39.4% | -34.9% | -15.4% |
| 3Y | +41.9% | +60.3% | -18.4% | +3.0% |
| 5Y | +10.7% | +39.4% | -28.7% | -14.4% |
| All | +337.7% | +215.0% | +122.6% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling