+699.8%
MSTR vs SHEL
+200.8%
+498.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -5.4% |
| 7D | +9.3% | +1.9% | +7.4% | +8.4% |
| 30D | +36.5% | +8.7% | +27.9% | +31.7% |
| 3M | +7.3% | +11.0% | -3.6% | +2.2% |
| 6M | +2.2% | +14.6% | -12.3% | -4.6% |
| YTD | -10.2% | +33.3% | -43.4% | -21.2% |
| 1Y | -58.6% | +37.9% | -96.5% | -64.2% |
| 3Y | +283.2% | +69.7% | +213.4% | +202.8% |
| 5Y | +113.8% | +190.2% | -76.4% | +40.1% |
| All | +699.8% | +200.8% | +498.9% | +391.5% |
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