+187.4%
SHEL vs MTSI
+1,004.6%
-817.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.9% | -2.4% |
| 7D | -8.8% | -10.0% | +1.2% | -7.9% |
| 30D | +2.3% | -37.2% | +39.5% | +7.6% |
| 3M | +11.6% | -30.1% | +41.6% | +15.1% |
| 6M | +15.7% | -31.9% | +47.6% | +18.2% |
| YTD | +38.6% | +23.2% | +15.4% | +29.0% |
| 1Y | +38.5% | +26.4% | +12.1% | +28.2% |
| 3Y | +66.9% | +186.2% | -119.3% | +33.3% |
| 5Y | +160.6% | +187.0% | -26.5% | +103.9% |
| 10Y | +214.1% | +460.4% | -246.3% | +98.7% |
| All | +187.4% | +1,004.6% | -817.2% | +69.5% |
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 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