+14.8%
SHEL vs MKSI
+19.0%
-4.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.3% |
| 7D | +3.9% | +4.9% | -1.0% | +4.2% |
| 30D | +7.0% | -11.0% | +17.9% | +6.4% |
| 3M | +12.5% | -17.1% | +29.6% | +11.6% |
| 6M | +14.8% | +16.4% | -1.7% | +16.6% |
| All | +14.8% | +19.0% | -4.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 6mo: compounded portfolio wealth divided by compounded MKSI 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…
6mo analysis · Full analysis span regression · 6 months rolling