+20,418.4%
SHW vs MAS
+1,430.5%
+18,988.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | -3.2% | -0.8% | -2.5% | -3.0% |
| 30D | -9.5% | -5.6% | -4.0% | -7.6% |
| 3M | +11.5% | +4.4% | +7.0% | +9.6% |
| 6M | -3.5% | +7.2% | -10.7% | -6.2% |
| YTD | +3.7% | +16.1% | -12.4% | -2.2% |
| 1Y | -7.9% | +0.1% | -8.0% | -8.5% |
| 3Y | +24.7% | +28.3% | -3.6% | +12.6% |
| 5Y | +13.6% | +30.5% | -16.9% | +1.9% |
| 10Y | +283.0% | +139.1% | +143.8% | +179.5% |
| All | +20,418.4% | +1,430.5% | +18,988.0% | +6,849.9% |
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 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