+216.1%
SHEL vs MSI
+663.2%
-447.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -1.6% | +2.6% | -4.1% | -2.4% |
| 30D | -4.3% | +18.1% | -22.4% | -9.6% |
| 3M | +10.4% | +13.2% | -2.8% | +5.7% |
| 6M | +17.5% | +36.3% | -18.7% | +5.2% |
| YTD | +37.8% | +39.5% | -1.7% | +21.4% |
| 1Y | +33.8% | +36.9% | -3.1% | +18.6% |
| 3Y | +69.1% | +76.1% | -7.0% | +33.0% |
| 5Y | +165.7% | +123.7% | +42.0% | +85.5% |
| All | +216.1% | +663.2% | -447.1% | +63.3% |
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 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