+93.7%
MA vs SLB
+64.5%
+29.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -2.0% |
| 7D | +3.2% | -7.7% | +10.9% | +4.3% |
| 30D | +15.9% | -0.7% | +16.7% | +15.9% |
| 3M | +15.2% | 0.0% | +15.2% | +14.8% |
| 6M | +32.4% | -10.4% | +42.8% | +33.7% |
| YTD | +15.6% | +31.5% | -15.8% | +8.9% |
| 1Y | +19.3% | +39.1% | -19.8% | +11.1% |
| 3Y | +73.0% | -5.7% | +78.7% | +69.1% |
| 5Y | +93.7% | +65.4% | +28.3% | +59.5% |
| All | +93.7% | +64.5% | +29.2% | +59.5% |
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