+43.3%
SHEL vs MTSI
+59.5%
-16.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.3% |
| 7D | -3.2% | -10.7% | +7.5% | -3.6% |
| 30D | +5.5% | -29.0% | +34.5% | +4.4% |
| 3M | +14.4% | -14.7% | +29.1% | +14.0% |
| 6M | +16.2% | -20.1% | +36.2% | +15.3% |
| YTD | +42.4% | +36.1% | +6.3% | +38.3% |
| 1Y | +43.3% | +61.7% | -18.5% | +38.5% |
| All | +43.3% | +59.5% | -16.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling