+203.2%
SHEL vs MSCI
+2,756.4%
-2,553.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +6.8% | +0.6% | +6.3% | +6.6% |
| 3M | +8.1% | -7.1% | +15.2% | +9.8% |
| 6M | +14.4% | +0.8% | +13.6% | +13.0% |
| YTD | +30.0% | +1.0% | +29.0% | +27.6% |
| 1Y | +33.3% | +4.3% | +29.0% | +28.9% |
| 3Y | +66.4% | +9.9% | +56.5% | +54.4% |
| 5Y | +178.6% | -6.8% | +185.3% | +162.8% |
| 10Y | +198.4% | +614.7% | -416.2% | +35.7% |
| All | +203.2% | +2,756.4% | -2,553.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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