+43.3%
SHEL vs MSI
+28.6%
+14.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.4% |
| 7D | -3.2% | +2.8% | -6.0% | -3.5% |
| 30D | +5.5% | +9.1% | -3.6% | +4.4% |
| 3M | +14.4% | +12.5% | +1.9% | +12.6% |
| 6M | +16.2% | +14.2% | +2.0% | +13.9% |
| YTD | +42.4% | +30.7% | +11.7% | +34.6% |
| 1Y | +43.3% | +27.5% | +15.7% | +36.3% |
| All | +43.3% | +28.6% | +14.7% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling