+38.5%
SHEL vs MTSI
+38.8%
-0.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.9% | -0.7% |
| 7D | -8.8% | -10.0% | +1.2% | -9.0% |
| 30D | +2.3% | -37.2% | +39.5% | +1.0% |
| 3M | +11.6% | -30.1% | +41.6% | +10.7% |
| 6M | +15.7% | -31.9% | +47.6% | +14.6% |
| YTD | +38.6% | +23.2% | +15.4% | +33.1% |
| 1Y | +38.5% | +26.4% | +12.1% | +32.4% |
| All | +38.5% | +38.8% | -0.3% | +32.4% |
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