+481.0%
MSTR vs SHEL
+223.0%
+258.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -3.0% |
| 7D | -13.4% | +0.8% | -14.2% | -13.7% |
| 30D | -22.1% | -3.6% | -18.5% | -21.2% |
| 3M | +15.0% | +12.0% | +2.9% | +8.8% |
| 6M | -37.3% | +19.7% | -57.0% | -42.7% |
| YTD | -26.5% | +39.6% | -66.2% | -37.3% |
| 1Y | -46.5% | +36.4% | -82.9% | -53.9% |
| 3Y | +121.1% | +70.2% | +50.9% | +73.0% |
| 5Y | +37.5% | +169.2% | -131.7% | -8.9% |
| All | +481.0% | +223.0% | +258.0% | +246.9% |
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