+18.7%
MA vs SLB
+39.5%
-20.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +2.3% | -7.1% | +9.4% | +2.1% |
| 30D | +14.7% | +4.1% | +10.6% | +14.7% |
| 3M | +13.5% | -2.6% | +16.1% | +13.5% |
| 6M | +33.1% | -8.6% | +41.7% | +33.1% |
| YTD | +15.1% | +32.2% | -17.1% | +12.2% |
| 1Y | +18.7% | +40.7% | -21.9% | +14.3% |
| All | +18.7% | +39.5% | -20.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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