+21,359.2%
SHW vs MAS
+1,664.8%
+19,694.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.5% | -2.7% |
| 7D | +5.7% | +4.6% | +1.2% | +4.2% |
| 30D | +8.7% | +19.9% | -11.2% | +1.9% |
| 3M | -5.4% | +8.9% | -14.3% | -8.1% |
| 6M | +12.2% | +20.2% | -7.9% | +5.1% |
| YTD | +8.5% | +33.9% | -25.4% | -2.7% |
| 1Y | +4.9% | +34.7% | -29.7% | -6.1% |
| 3Y | +42.8% | +60.4% | -17.5% | +19.4% |
| 5Y | +14.5% | +43.5% | -29.0% | -0.7% |
| 10Y | +373.0% | +226.7% | +146.3% | +211.4% |
| All | +21,359.2% | +1,664.8% | +19,694.4% | +6,812.7% |
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