+131,933.8%
MSFT vs SHEL
+2,525.5%
+129,408.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.8% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | -1.0% | +8.7% | -9.7% | -3.0% |
| 3M | +20.2% | +11.0% | +9.2% | +17.0% |
| 6M | +21.3% | +14.6% | +6.7% | +16.9% |
| YTD | +2.8% | +33.3% | -30.5% | -4.7% |
| 1Y | 0.0% | +37.9% | -37.9% | -8.1% |
| 3Y | +51.2% | +69.7% | -18.5% | +30.9% |
| 5Y | +71.4% | +190.1% | -118.7% | +27.8% |
| 10Y | +868.6% | +197.0% | +671.6% | +584.4% |
| All | +131,933.8% | +2,525.5% | +129,408.3% | +71,815.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling