+70.7%
MA vs SHEL
+71.4%
-0.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | +9.6% | -3.6% | +13.2% | +10.0% |
| 3M | +16.8% | +12.0% | +4.7% | +14.8% |
| 6M | +35.2% | +19.7% | +15.5% | +31.4% |
| YTD | +16.6% | +39.6% | -23.1% | +9.0% |
| 1Y | +19.8% | +36.4% | -16.7% | +12.7% |
| 3Y | +70.7% | +70.2% | +0.5% | +52.0% |
| All | +70.7% | +71.4% | -0.7% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling