+2,460.3%
SHEL vs MSI
+4,035.2%
-1,574.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +2.2% | -3.7% | +5.9% | +3.0% |
| 30D | +6.8% | +6.8% | 0.0% | +5.4% |
| 3M | +8.1% | +14.3% | -6.2% | +5.2% |
| 6M | +14.4% | -1.6% | +16.0% | +14.3% |
| YTD | +30.0% | +22.8% | +7.2% | +24.3% |
| 1Y | +33.3% | -1.1% | +34.4% | +32.7% |
| 3Y | +66.4% | +70.5% | -4.0% | +48.1% |
| 5Y | +178.6% | +102.8% | +75.8% | +137.7% |
| 10Y | +198.4% | +597.4% | -399.0% | +102.5% |
| All | +2,460.3% | +4,035.2% | -1,574.9% | +1,047.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling