+160.4%
MS vs SHEL
+65.5%
+94.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -1.6% | -8.8% | +7.3% | +0.6% |
| 30D | -3.8% | +2.3% | -6.1% | -4.7% |
| 3M | -14.6% | +11.6% | -26.2% | -17.5% |
| 6M | -5.1% | +15.7% | -20.7% | -9.5% |
| YTD | +4.5% | +38.6% | -34.0% | -8.7% |
| 1Y | +13.5% | +38.5% | -24.9% | -0.9% |
| 3Y | +160.4% | +66.9% | +93.5% | +105.8% |
| All | +160.4% | +65.5% | +94.9% | +105.8% |
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 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