+69.4%
SHEL vs MSI
+68.0%
+1.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +3.0% | -4.0% | +7.0% | +3.5% |
| 30D | +7.2% | -0.5% | +7.7% | +7.2% |
| 3M | +12.9% | +11.4% | +1.5% | +11.3% |
| 6M | +13.7% | +1.0% | +12.7% | +13.3% |
| YTD | +33.7% | +20.7% | +13.0% | +30.1% |
| 1Y | +37.9% | -2.7% | +40.6% | +37.7% |
| All | +69.4% | +68.0% | +1.3% | +61.6% |
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 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