+176.8%
MS vs SHEL
+71.4%
+105.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +5.1% | +0.8% | +4.3% | +4.9% |
| 30D | +5.7% | -3.6% | +9.3% | +6.4% |
| 3M | -12.2% | +12.0% | -24.2% | -15.3% |
| 6M | -0.5% | +19.7% | -20.2% | -6.2% |
| YTD | +9.8% | +39.6% | -29.8% | -4.3% |
| 1Y | +17.7% | +36.4% | -18.7% | +3.6% |
| 3Y | +176.8% | +70.2% | +106.6% | +118.3% |
| All | +176.8% | +71.4% | +105.5% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling