+794.2%
MS vs SHEL
+197.6%
+596.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -2.0% |
| 7D | +2.5% | +1.9% | +0.5% | +1.4% |
| 30D | 0.0% | +8.7% | -8.7% | -4.3% |
| 3M | +2.4% | +11.0% | -8.5% | -3.4% |
| 6M | +36.4% | +14.6% | +21.8% | +25.7% |
| YTD | +23.8% | +33.3% | -9.5% | +4.7% |
| 1Y | +48.6% | +37.9% | +10.8% | +23.2% |
| 3Y | +179.1% | +69.7% | +109.4% | +104.3% |
| 5Y | +144.8% | +190.2% | -45.3% | +27.6% |
| 10Y | +794.2% | +197.0% | +597.2% | +363.4% |
| All | +794.2% | +197.6% | +596.5% | +363.4% |
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