+553.7%
MS vs SHEL
+195.4%
+358.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +1.0% |
| 7D | +0.8% | -6.7% | +7.4% | +4.2% |
| 30D | -0.7% | -2.9% | +2.2% | +0.4% |
| 3M | -12.4% | +9.1% | -21.5% | -16.7% |
| 6M | -1.7% | +17.9% | -19.6% | -10.7% |
| YTD | +8.0% | +36.0% | -28.0% | -10.0% |
| 1Y | +16.2% | +31.8% | -15.6% | -1.6% |
| 3Y | +171.3% | +66.9% | +104.4% | +100.1% |
| 5Y | +124.8% | +160.6% | -35.8% | +24.9% |
| 10Y | +553.7% | +197.5% | +356.1% | +248.3% |
| All | +553.7% | +195.4% | +358.3% | +248.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling