+108.3%
SHEL vs MSFU
+76.3%
+31.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.8% | +0.9% |
| 7D | +2.2% | -5.7% | +7.9% | +2.6% |
| 30D | +6.8% | +4.2% | +2.7% | +6.5% |
| 3M | +8.1% | +27.9% | -19.8% | +6.2% |
| 6M | +14.4% | +37.1% | -22.7% | +11.5% |
| YTD | +30.0% | -7.4% | +37.3% | +29.8% |
| 1Y | +33.3% | -19.6% | +52.9% | +34.6% |
| 3Y | +66.4% | +33.2% | +33.2% | +54.2% |
| All | +108.3% | +76.3% | +31.9% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling