+112.4%
MS vs SHEL
+159.8%
-47.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -1.6% | -8.8% | +7.3% | +1.5% |
| 30D | -3.8% | +2.3% | -6.1% | -4.8% |
| 3M | -14.6% | +11.6% | -26.2% | -18.2% |
| 6M | -5.1% | +15.7% | -20.7% | -10.6% |
| YTD | +4.5% | +38.6% | -34.0% | -9.4% |
| 1Y | +13.5% | +38.5% | -24.9% | -1.7% |
| 3Y | +160.4% | +66.9% | +93.5% | +106.7% |
| All | +112.4% | +159.8% | -47.4% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling