+2,460.3%
SHEL vs MOS
+155.8%
+2,304.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +2.2% | +9.5% | -7.3% | -0.1% |
| 30D | +6.8% | +10.4% | -3.6% | +4.0% |
| 3M | +8.1% | +12.9% | -4.8% | +3.9% |
| 6M | +14.4% | +1.2% | +13.2% | +12.0% |
| YTD | +30.0% | +9.3% | +20.7% | +24.4% |
| 1Y | +33.3% | -18.0% | +51.3% | +36.5% |
| 3Y | +66.4% | -29.0% | +95.5% | +72.3% |
| 5Y | +178.6% | -9.6% | +188.1% | +162.2% |
| 10Y | +198.4% | +6.1% | +192.4% | +148.7% |
| All | +2,460.3% | +155.8% | +2,304.5% | +1,741.2% |
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