-2.2%
MA vs SHEL
+36.9%
-39.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -3.5% | +3.0% | -6.5% | -3.3% |
| 30D | +0.8% | +7.2% | -6.4% | +1.3% |
| 3M | +14.8% | +12.9% | +1.9% | +15.8% |
| 6M | +10.0% | +13.7% | -3.7% | +10.9% |
| YTD | -0.1% | +33.7% | -33.8% | +2.5% |
| 1Y | -2.2% | +37.9% | -40.1% | +0.5% |
| All | -2.2% | +36.9% | -39.2% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling