+145.1%
MS vs SLB
+132.5%
+12.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.4% | +0.8% | +0.5% | +1.0% |
| 30D | -0.3% | +15.8% | -16.1% | -4.5% |
| 3M | +0.3% | -0.3% | +0.6% | -0.2% |
| 6M | +31.3% | +21.3% | +10.0% | +23.1% |
| YTD | +24.7% | +52.3% | -27.6% | +8.9% |
| 1Y | +47.9% | +63.6% | -15.7% | +26.0% |
| 3Y | +178.3% | +3.8% | +174.6% | +161.8% |
| All | +145.1% | +132.5% | +12.5% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling