+51.7%
SHEL vs MSTU
-87.2%
+138.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.4% |
| 7D | +3.0% | +12.9% | -9.9% | +2.7% |
| 30D | +7.2% | +68.3% | -61.1% | +5.8% |
| 3M | +12.9% | +0.4% | +12.5% | +12.2% |
| 6M | +13.7% | -41.5% | +55.2% | +13.5% |
| YTD | +33.7% | -61.7% | +95.4% | +33.8% |
| 1Y | +37.9% | -93.7% | +131.5% | +43.1% |
| All | +51.7% | -87.2% | +138.9% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling