+47.5%
SHEL vs MSTU
-85.2%
+132.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.8% | +0.7% |
| 7D | +2.2% | +21.3% | -19.1% | +1.8% |
| 30D | +6.8% | +90.8% | -84.0% | +5.2% |
| 3M | +8.1% | -6.8% | +14.9% | +7.6% |
| 6M | +14.4% | -39.8% | +54.2% | +14.3% |
| YTD | +30.0% | -55.7% | +85.6% | +29.7% |
| 1Y | +33.3% | -92.7% | +126.0% | +38.1% |
| All | +47.5% | -85.2% | +132.7% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling