+165.7%
SHEL vs MOS
-32.9%
+198.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.7% |
| 7D | -1.6% | -2.6% | +1.0% | -1.0% |
| 30D | -4.3% | +13.5% | -17.8% | -7.5% |
| 3M | +10.4% | -2.9% | +13.3% | +10.3% |
| 6M | +17.5% | -1.0% | +18.5% | +15.8% |
| YTD | +37.8% | -7.2% | +45.0% | +36.4% |
| 1Y | +33.8% | -11.4% | +45.2% | +33.8% |
| 3Y | +69.1% | -29.0% | +98.1% | +74.0% |
| 5Y | +165.7% | -34.0% | +199.7% | +152.3% |
| All | +165.7% | -32.9% | +198.6% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling