+123.8%
SHEL vs MSFU
+88.0%
+35.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | +0.8% | -2.8% | +3.6% | +0.9% |
| 30D | -3.6% | -5.3% | +1.7% | -3.4% |
| 3M | +12.0% | +7.2% | +4.8% | +11.4% |
| 6M | +19.7% | +51.0% | -31.3% | +16.0% |
| YTD | +39.6% | -1.2% | +40.9% | +38.8% |
| 1Y | +36.4% | -10.3% | +46.8% | +36.6% |
| 3Y | +70.2% | +22.2% | +48.0% | +59.9% |
| All | +123.8% | +88.0% | +35.8% | +99.7% |
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