+1,252.0%
MSTR vs SHEL
+518.6%
+733.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | +12.2% | +2.2% | +9.9% | +11.0% |
| 30D | +45.2% | +6.8% | +38.3% | +41.0% |
| 3M | +10.4% | +8.1% | +2.3% | +6.4% |
| 6M | -2.5% | +14.4% | -16.9% | -8.9% |
| YTD | -6.0% | +30.0% | -36.0% | -16.5% |
| 1Y | -56.4% | +33.3% | -89.7% | -61.7% |
| 3Y | +306.3% | +66.4% | +239.8% | +224.7% |
| 5Y | +100.5% | +178.6% | -78.1% | +30.5% |
| 10Y | +741.1% | +198.4% | +542.7% | +384.6% |
| All | +1,252.0% | +518.6% | +733.3% | +391.7% |
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