+13,824.2%
MA vs SHEL
+285.5%
+13,538.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -2.7% | +2.2% | -4.9% | -3.7% |
| 30D | +1.5% | +6.8% | -5.3% | -1.6% |
| 3M | +20.4% | +8.1% | +12.3% | +15.6% |
| 6M | +11.1% | +14.4% | -3.3% | +3.3% |
| YTD | +2.0% | +30.0% | -28.0% | -11.3% |
| 1Y | -2.2% | +33.3% | -35.5% | -16.1% |
| 3Y | +41.9% | +66.4% | -24.6% | +7.3% |
| 5Y | +75.4% | +178.6% | -103.2% | -1.5% |
| 10Y | +527.5% | +198.4% | +329.1% | +207.0% |
| All | +13,824.2% | +285.5% | +13,538.6% | +5,302.8% |
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