+304.5%
MSTR vs SHEL
+65.3%
+239.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | +12.2% | +2.2% | +9.9% | +10.8% |
| 30D | +45.2% | +6.8% | +38.3% | +40.0% |
| 3M | +10.4% | +8.1% | +2.3% | +5.3% |
| 6M | -2.5% | +14.4% | -16.9% | -11.9% |
| YTD | -6.0% | +30.0% | -36.0% | -21.8% |
| 1Y | -56.4% | +33.3% | -89.7% | -64.3% |
| All | +304.5% | +65.3% | +239.1% | +181.5% |
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 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