+43.1%
SHW vs MAS
+61.2%
-18.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.5% | -2.1% |
| 7D | +5.7% | +4.6% | +1.2% | +3.4% |
| 30D | +8.7% | +19.9% | -11.2% | -1.4% |
| 3M | -5.4% | +8.9% | -14.3% | -9.7% |
| 6M | +12.2% | +20.2% | -7.9% | +1.2% |
| YTD | +8.5% | +33.9% | -25.4% | -8.7% |
| 1Y | +4.9% | +34.7% | -29.7% | -12.1% |
| All | +43.1% | +61.2% | -18.1% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling