+1,058.3%
MSTR vs SHEL
+551.3%
+507.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | -14.2% | -3.9% | -10.2% | -12.7% |
| 30D | -19.9% | -3.7% | -16.2% | -18.9% |
| 3M | +27.3% | +9.1% | +18.2% | +21.9% |
| 6M | -37.6% | +16.7% | -54.3% | -42.2% |
| YTD | -19.5% | +36.8% | -56.3% | -30.5% |
| 1Y | -47.1% | +31.8% | -78.9% | -53.6% |
| 3Y | +140.3% | +67.9% | +72.4% | +90.2% |
| 5Y | +49.5% | +163.3% | -113.8% | -1.1% |
| 10Y | +521.9% | +210.7% | +311.2% | +251.2% |
| All | +1,058.3% | +551.3% | +507.1% | +309.7% |
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 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