+92.3%
MA vs SLB
+65.5%
+26.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +2.3% | -7.1% | +9.4% | +3.3% |
| 30D | +14.7% | +4.1% | +10.6% | +13.9% |
| 3M | +13.5% | -2.6% | +16.1% | +13.6% |
| 6M | +33.1% | -8.6% | +41.7% | +34.1% |
| YTD | +15.1% | +32.2% | -17.1% | +8.3% |
| 1Y | +18.7% | +40.7% | -21.9% | +10.4% |
| 3Y | +72.1% | -4.5% | +76.6% | +67.9% |
| All | +92.3% | +65.5% | +26.8% | +60.6% |
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