+15,808.0%
MA vs SHEL
+305.9%
+15,502.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | -1.8% | -3.9% | +2.2% | 0.0% |
| 30D | +11.0% | -3.7% | +14.7% | +12.7% |
| 3M | +17.9% | +9.1% | +8.8% | +12.8% |
| 6M | +33.2% | +16.7% | +16.5% | +22.9% |
| YTD | +16.5% | +36.8% | -20.3% | -1.4% |
| 1Y | +19.1% | +31.8% | -12.7% | +2.6% |
| 3Y | +70.6% | +67.9% | +2.7% | +28.6% |
| 5Y | +92.1% | +163.3% | -71.2% | +11.7% |
| 10Y | +569.6% | +210.7% | +358.9% | +222.1% |
| All | +15,808.0% | +305.9% | +15,502.1% | +5,906.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling