+51.2%
SHEL vs MSTU
-86.5%
+137.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.6% | +11.2% | +2.7% |
| 7D | +1.9% | +16.1% | -14.2% | +1.5% |
| 30D | +8.7% | +68.7% | -60.0% | +7.2% |
| 3M | +11.0% | -11.0% | +22.0% | +10.5% |
| 6M | +14.6% | -33.4% | +47.9% | +14.1% |
| YTD | +33.3% | -59.5% | +92.8% | +33.2% |
| 1Y | +37.9% | -93.4% | +131.2% | +43.0% |
| All | +51.2% | -86.5% | +137.7% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling