+560.0%
SHEL vs MKSI
+2,222.5%
-1,662.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.5% |
| 7D | +4.1% | +2.7% | +1.4% | +3.7% |
| 30D | +8.4% | -12.8% | +21.2% | +10.5% |
| 3M | +13.7% | -22.5% | +36.2% | +16.5% |
| 6M | +12.7% | +19.4% | -6.7% | +7.0% |
| YTD | +35.3% | +67.7% | -32.4% | +21.0% |
| 1Y | +39.4% | +131.4% | -92.0% | +17.4% |
| 3Y | +71.5% | +197.3% | -125.9% | +32.5% |
| 5Y | +195.0% | +87.0% | +108.0% | +138.6% |
| 10Y | +211.1% | +522.1% | -311.0% | +102.4% |
| All | +560.0% | +2,222.5% | -1,662.5% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling