+73.1%
MA vs SLB
+132.5%
-59.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | +1.5% | +15.8% | -14.3% | -0.7% |
| 3M | +20.4% | -0.3% | +20.8% | +20.2% |
| 6M | +11.1% | +21.3% | -10.2% | +7.1% |
| YTD | +2.0% | +52.3% | -50.3% | -5.8% |
| 1Y | -2.2% | +63.6% | -65.8% | -11.0% |
| 3Y | +41.9% | +3.8% | +38.1% | +37.1% |
| All | +73.1% | +132.5% | -59.5% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling