+43.3%
SHEL vs MSTU
-88.0%
+131.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.3% | -12.6% | -2.3% |
| 7D | -3.2% | -4.8% | +1.7% | -3.1% |
| 30D | +5.5% | -29.6% | +35.1% | +5.7% |
| 3M | +14.4% | +69.4% | -55.0% | +13.0% |
| 6M | +16.2% | -62.2% | +78.4% | +17.8% |
| YTD | +42.4% | -61.1% | +103.5% | +43.6% |
| 1Y | +43.3% | -87.2% | +130.4% | +52.0% |
| All | +43.3% | -88.0% | +131.2% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling