+808.5%
MS vs SLB
-3.2%
+811.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.4% | +0.8% | +0.5% | +0.9% |
| 30D | -0.3% | +15.8% | -16.1% | -6.4% |
| 3M | +0.3% | -0.3% | +0.6% | -0.6% |
| 6M | +31.3% | +21.3% | +10.0% | +19.5% |
| YTD | +24.7% | +52.3% | -27.6% | +2.7% |
| 1Y | +47.9% | +63.6% | -15.7% | +17.6% |
| 3Y | +178.3% | +3.8% | +174.6% | +160.2% |
| 5Y | +144.9% | +128.6% | +16.2% | +47.6% |
| All | +808.5% | -3.2% | +811.7% | +542.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling