+15.3%
SHW vs MAS
+32.0%
-16.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.6% |
| 7D | -3.2% | -0.8% | -2.5% | -2.8% |
| 30D | -9.5% | -5.6% | -4.0% | -6.4% |
| 3M | +11.5% | +4.4% | +7.0% | +8.0% |
| 6M | -3.5% | +7.2% | -10.7% | -8.7% |
| YTD | +3.7% | +16.1% | -12.4% | -7.0% |
| 1Y | -7.9% | +0.1% | -8.0% | -9.7% |
| 3Y | +24.7% | +28.3% | -3.6% | +1.2% |
| All | +15.3% | +32.0% | -16.7% | -9.8% |
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