+179.0%
SHEL vs MTSI
+320.9%
-141.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.3% |
| 7D | +2.2% | +1.4% | +0.9% | +2.1% |
| 30D | +6.8% | +2.1% | +4.8% | +6.3% |
| 3M | +8.1% | -29.7% | +37.8% | +11.3% |
| 6M | +14.4% | +12.5% | +1.9% | +10.2% |
| YTD | +30.0% | +57.0% | -27.1% | +18.9% |
| 1Y | +33.3% | +103.9% | -70.6% | +16.7% |
| 3Y | +66.4% | +223.6% | -157.1% | +30.8% |
| All | +179.0% | +320.9% | -141.9% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling