+32.4%
MA vs SLB
-10.0%
+42.4%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -2.6% |
| 7D | +3.2% | -7.7% | +10.9% | +2.8% |
| 30D | +15.9% | -0.7% | +16.7% | +15.9% |
| 3M | +15.2% | 0.0% | +15.2% | +15.6% |
| 6M | +32.4% | -10.4% | +42.8% | +31.0% |
| All | +32.4% | -10.0% | +42.4% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling