+72.3%
MSFT vs SHEL
+192.5%
-120.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -1.0% | +3.0% | -4.1% | -1.5% |
| 30D | -2.7% | +7.2% | -9.9% | -3.8% |
| 3M | +22.1% | +12.9% | +9.2% | +19.6% |
| 6M | +20.6% | +13.7% | +6.9% | +17.7% |
| YTD | +2.3% | +33.7% | -31.4% | -3.1% |
| 1Y | -0.5% | +37.9% | -38.4% | -6.4% |
| 3Y | +50.5% | +70.2% | -19.7% | +35.0% |
| 5Y | +72.3% | +192.3% | -120.0% | +41.8% |
| All | +72.3% | +192.5% | -120.1% | +41.8% |
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 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