+45.4%
MSFT vs SHEL
+67.9%
-22.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -6.2% | -3.9% | -2.3% | -5.9% |
| 30D | -3.7% | -3.7% | 0.0% | -3.4% |
| 3M | +3.6% | +9.1% | -5.4% | +2.5% |
| 6M | +26.8% | +16.7% | +10.1% | +24.5% |
| YTD | +8.4% | +36.8% | -28.4% | +3.8% |
| 1Y | +3.3% | +31.8% | -28.5% | -0.6% |
| All | +45.4% | +67.9% | -22.5% | +35.8% |
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