+526.8%
MSTR vs SHEL
+195.4%
+331.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.9% |
| 7D | -10.7% | -6.7% | -4.1% | -8.2% |
| 30D | -21.6% | -2.9% | -18.7% | -20.9% |
| 3M | +24.4% | +9.1% | +15.3% | +19.0% |
| 6M | -35.5% | +17.9% | -53.4% | -40.6% |
| YTD | -20.3% | +36.0% | -56.3% | -31.3% |
| 1Y | -49.3% | +31.8% | -81.1% | -55.7% |
| 3Y | +137.8% | +66.9% | +70.9% | +87.7% |
| 5Y | +48.3% | +160.6% | -112.3% | -0.4% |
| 10Y | +526.8% | +197.5% | +329.3% | +282.2% |
| All | +526.8% | +195.4% | +331.4% | +282.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling