+118.0%
SHEL vs MSFU
+95.0%
+22.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.4% |
| 7D | -6.7% | +4.0% | -10.7% | -6.9% |
| 30D | -2.9% | -2.3% | -0.6% | -2.9% |
| 3M | +9.1% | +7.1% | +2.0% | +8.5% |
| 6M | +17.9% | +48.9% | -31.0% | +14.5% |
| YTD | +36.0% | +2.4% | +33.6% | +34.9% |
| 1Y | +31.8% | -8.1% | +39.9% | +31.9% |
| 3Y | +66.9% | +25.2% | +41.7% | +56.8% |
| All | +118.0% | +95.0% | +22.9% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling