+1,046.2%
MSTR vs SHEL
+547.4%
+498.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.1% |
| 6M | -35.5% | +17.9% | -53.4% | -40.5% |
| YTD | -20.3% | +36.0% | -56.3% | -31.0% |
| 1Y | -49.3% | +31.8% | -81.1% | -55.5% |
| 3Y | +137.8% | +66.9% | +70.9% | +88.7% |
| 5Y | +48.3% | +160.6% | -112.3% | -1.5% |
| 10Y | +526.8% | +197.5% | +329.3% | +260.1% |
| All | +1,046.2% | +547.4% | +498.9% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling