+2,579.2%
SHEL vs MOS
+129.4%
+2,449.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -6.7% | +24.8% | -31.5% | -12.2% |
| 30D | -2.9% | +22.7% | -25.6% | -8.4% |
| 3M | +9.1% | -1.2% | +10.3% | +8.2% |
| 6M | +17.9% | +5.5% | +12.4% | +14.0% |
| YTD | +36.0% | -2.0% | +38.0% | +32.6% |
| 1Y | +31.8% | -7.9% | +39.7% | +30.2% |
| 3Y | +66.9% | -25.0% | +91.9% | +69.1% |
| 5Y | +160.6% | -27.7% | +188.3% | +157.9% |
| 10Y | +197.5% | -1.6% | +199.1% | +151.0% |
| All | +2,579.2% | +129.4% | +2,449.8% | +1,862.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling