+52.2%
SHEL vs MSTZ
-99.1%
+151.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.6% | -6.2% | +0.5% |
| 7D | +3.9% | +24.8% | -20.9% | +4.3% |
| 30D | +7.0% | -59.2% | +66.2% | +5.6% |
| 3M | +12.5% | -56.9% | +69.4% | +11.6% |
| 6M | +14.8% | -57.6% | +72.4% | +14.3% |
| YTD | +34.2% | -73.6% | +107.8% | +33.6% |
| 1Y | +37.0% | -15.6% | +52.6% | +40.8% |
| All | +52.2% | -99.1% | +151.3% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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