+67.5%
MA vs SHEL
+186.2%
-118.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -2.0% |
| 7D | -1.8% | +1.9% | -3.7% | -2.2% |
| 30D | +1.4% | +8.7% | -7.2% | -0.6% |
| 3M | +17.7% | +11.0% | +6.8% | +14.7% |
| 6M | +9.7% | +14.6% | -4.9% | +5.7% |
| YTD | +0.5% | +33.3% | -32.8% | -7.2% |
| 1Y | -2.1% | +37.9% | -39.9% | -10.6% |
| 3Y | +40.1% | +69.7% | -29.6% | +19.4% |
| 5Y | +67.5% | +190.2% | -122.6% | +22.9% |
| All | +67.5% | +186.2% | -118.7% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling