+15,692.2%
MA vs SLB
+19.9%
+15,672.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.3% |
| 7D | +3.2% | -7.7% | +10.9% | +5.9% |
| 30D | +15.9% | -0.7% | +16.7% | +15.8% |
| 3M | +15.2% | 0.0% | +15.2% | +14.3% |
| 6M | +32.4% | -10.4% | +42.8% | +35.1% |
| YTD | +15.6% | +31.5% | -15.8% | +2.1% |
| 1Y | +19.3% | +39.1% | -19.8% | +3.1% |
| 3Y | +73.0% | -5.7% | +78.7% | +65.7% |
| 5Y | +93.7% | +65.4% | +28.3% | +40.2% |
| 10Y | +575.0% | -15.6% | +590.5% | +454.2% |
| All | +15,692.2% | +19.9% | +15,672.3% | +9,916.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling