+160.4%
SHEL vs MOS
-32.4%
+192.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | -8.8% | +21.6% | -30.4% | -13.2% |
| 30D | +2.3% | +12.0% | -9.7% | -0.8% |
| 3M | +11.6% | -3.9% | +15.4% | +11.9% |
| 6M | +15.7% | -3.3% | +19.0% | +14.9% |
| YTD | +38.6% | -4.6% | +43.2% | +36.4% |
| 1Y | +38.5% | -7.0% | +45.5% | +36.9% |
| 3Y | +66.9% | -24.4% | +91.3% | +68.9% |
| All | +160.4% | -32.4% | +192.8% | +147.4% |
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