+114.2%
SHEL vs MSFU
+70.7%
+43.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +3.0% | -2.3% | +5.4% | +3.1% |
| 30D | +7.2% | -6.3% | +13.5% | +7.5% |
| 3M | +12.9% | +40.0% | -27.1% | +10.2% |
| 6M | +13.7% | +30.1% | -16.4% | +11.2% |
| YTD | +33.7% | -10.3% | +44.0% | +33.7% |
| 1Y | +37.9% | -19.0% | +56.9% | +39.0% |
| 3Y | +70.2% | +25.8% | +44.4% | +58.5% |
| All | +114.2% | +70.7% | +43.5% | +92.5% |
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 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