+53.5%
SHEL vs MSTU
-87.7%
+141.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.7% | +0.8% |
| 7D | +4.1% | -16.6% | +20.7% | +4.4% |
| 30D | +8.4% | +69.7% | -61.3% | +6.9% |
| 3M | +13.7% | -7.5% | +21.2% | +13.2% |
| 6M | +12.7% | -43.1% | +55.8% | +12.6% |
| YTD | +35.3% | -63.0% | +98.3% | +35.5% |
| 1Y | +39.4% | -93.8% | +133.1% | +44.7% |
| All | +53.5% | -87.7% | +141.2% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling