+43.3%
SHEL vs MOS
-16.2%
+59.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +17.4% | -19.6% | -3.0% |
| 7D | -3.2% | +17.9% | -21.1% | -4.0% |
| 30D | +5.5% | +1.6% | +4.0% | +5.9% |
| 3M | +14.4% | -4.0% | +18.4% | +15.4% |
| 6M | +16.2% | -4.1% | +20.3% | +17.1% |
| YTD | +42.4% | -7.8% | +50.2% | +44.0% |
| 1Y | +43.3% | -15.6% | +58.9% | +46.8% |
| All | +43.3% | -16.2% | +59.5% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling