+115.0%
SHEL vs MSFU
+71.2%
+43.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +3.9% | -6.9% | +10.9% | +4.3% |
| 30D | +7.0% | -5.1% | +12.1% | +7.2% |
| 3M | +12.5% | +44.6% | -32.1% | +9.6% |
| 6M | +14.8% | +32.8% | -18.0% | +12.0% |
| YTD | +34.2% | -10.1% | +44.2% | +34.2% |
| 1Y | +37.0% | -19.4% | +56.4% | +38.2% |
| 3Y | +70.9% | +26.2% | +44.7% | +59.0% |
| All | +115.0% | +71.2% | +43.8% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling