+584.1%
MA vs SHEL
+218.8%
+365.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -0.5% | -1.6% | +1.1% | 0.0% |
| 30D | +7.9% | -4.3% | +12.2% | +9.5% |
| 3M | +16.8% | +10.4% | +6.4% | +12.2% |
| 6M | +31.0% | +17.5% | +13.4% | +22.5% |
| YTD | +15.0% | +37.8% | -22.8% | +0.4% |
| 1Y | +17.0% | +33.8% | -16.8% | +3.2% |
| 3Y | +68.5% | +69.1% | -0.6% | +33.6% |
| 5Y | +85.0% | +165.7% | -80.7% | +17.9% |
| All | +584.1% | +218.8% | +365.3% | +321.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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