+210.0%
SHEL vs MSI
+605.3%
-395.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | +4.1% | -0.4% | +4.5% | +4.2% |
| 30D | +8.4% | -0.8% | +9.1% | +8.6% |
| 3M | +13.7% | +13.9% | -0.2% | +8.4% |
| 6M | +12.7% | +1.3% | +11.4% | +11.4% |
| YTD | +35.3% | +22.3% | +13.0% | +24.8% |
| 1Y | +39.4% | -3.9% | +43.2% | +39.7% |
| 3Y | +71.5% | +69.9% | +1.6% | +35.8% |
| 5Y | +195.0% | +103.8% | +91.2% | +112.3% |
| All | +210.0% | +605.3% | -395.3% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling