+66.9%
SHEL vs MSFU
+29.5%
+37.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.5% |
| 7D | -6.7% | +4.0% | -10.7% | -6.8% |
| 30D | -2.9% | -2.3% | -0.6% | -2.9% |
| 3M | +9.1% | +7.1% | +2.0% | +8.7% |
| 6M | +17.9% | +48.9% | -31.0% | +15.7% |
| YTD | +36.0% | +2.4% | +33.6% | +35.4% |
| 1Y | +31.8% | -8.1% | +39.9% | +32.1% |
| 3Y | +66.9% | +25.2% | +41.7% | +60.5% |
| All | +66.9% | +29.5% | +37.4% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling