+13,824.2%
MA vs SLB
+38.9%
+13,785.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.7% | +0.8% | -3.5% | -3.1% |
| 30D | +1.5% | +15.8% | -14.3% | -3.6% |
| 3M | +20.4% | -0.3% | +20.8% | +19.4% |
| 6M | +11.1% | +21.3% | -10.2% | +2.3% |
| YTD | +2.0% | +52.3% | -50.3% | -13.9% |
| 1Y | -2.2% | +63.6% | -65.8% | -19.9% |
| 3Y | +41.9% | +3.8% | +38.1% | +32.0% |
| 5Y | +75.4% | +128.6% | -53.3% | +12.7% |
| 10Y | +527.5% | -3.1% | +530.6% | +394.2% |
| All | +13,824.2% | +38.9% | +13,785.2% | +8,347.0% |
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 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