+169.6%
SHEL vs MTSI
+1,308.1%
-1,138.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.2% |
| 7D | +2.2% | +1.4% | +0.9% | +2.0% |
| 30D | +6.8% | +2.1% | +4.8% | +6.1% |
| 3M | +8.1% | -29.7% | +37.8% | +12.1% |
| 6M | +14.4% | +12.5% | +1.9% | +10.1% |
| YTD | +30.0% | +57.0% | -27.1% | +18.8% |
| 1Y | +33.3% | +103.9% | -70.6% | +16.7% |
| 3Y | +66.4% | +223.6% | -157.1% | +32.7% |
| 5Y | +178.6% | +321.6% | -143.0% | +109.3% |
| 10Y | +198.4% | +517.7% | -319.3% | +88.4% |
| All | +169.6% | +1,308.1% | -1,138.5% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling