+736.9%
MSTR vs SLB
-3.2%
+740.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +12.2% | +0.8% | +11.3% | +11.8% |
| 30D | +45.2% | +15.8% | +29.3% | +37.8% |
| 3M | +10.4% | -0.3% | +10.7% | +9.8% |
| 6M | -2.5% | +21.3% | -23.8% | -9.7% |
| YTD | -6.0% | +52.3% | -58.3% | -19.4% |
| 1Y | -56.4% | +63.6% | -120.0% | -63.7% |
| 3Y | +306.3% | +3.8% | +302.5% | +285.4% |
| 5Y | +100.5% | +128.6% | -28.2% | +47.5% |
| All | +736.9% | -3.2% | +740.1% | +498.9% |
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