+66.9%
SHEL vs MSI
+76.3%
-9.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -6.7% | +7.4% | -14.1% | -7.5% |
| 30D | -2.9% | +18.7% | -21.6% | -5.1% |
| 3M | +9.1% | +14.5% | -5.4% | +7.1% |
| 6M | +17.9% | +38.1% | -20.2% | +12.8% |
| YTD | +36.0% | +38.7% | -2.7% | +29.5% |
| 1Y | +31.8% | +35.4% | -3.6% | +25.9% |
| 3Y | +66.9% | +75.1% | -8.2% | +49.3% |
| All | +66.9% | +76.3% | -9.4% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling