+49.9%
MSTR vs SHEL
+159.8%
-109.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | -1.2% | -8.8% | +7.6% | +3.6% |
| 30D | -15.9% | +2.3% | -18.2% | -17.5% |
| 3M | +33.1% | +11.6% | +21.6% | +23.5% |
| 6M | -31.0% | +15.7% | -46.7% | -37.9% |
| YTD | -15.1% | +38.6% | -53.7% | -32.6% |
| 1Y | -45.6% | +38.5% | -84.1% | -56.8% |
| 3Y | +180.5% | +66.9% | +113.6% | +94.9% |
| All | +49.9% | +159.8% | -109.9% | -19.7% |
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