+172.3%
MS vs SLB
+1.1%
+171.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +0.8% | -4.3% | +5.1% | +2.2% |
| 30D | -0.7% | +1.9% | -2.6% | -1.4% |
| 3M | -12.4% | -5.7% | -6.6% | -11.1% |
| 6M | -1.7% | -5.3% | +3.6% | -1.0% |
| YTD | +8.0% | +32.2% | -24.1% | -5.4% |
| 1Y | +16.2% | +38.5% | -22.3% | -0.5% |
| All | +172.3% | +1.1% | +171.2% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling