+554.5%
MSTR vs SLB
-15.8%
+570.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | -4.0% | -3.7% | -0.3% | -2.7% |
| 30D | -18.6% | +2.9% | -21.5% | -19.4% |
| 3M | +25.6% | +0.2% | +25.4% | +24.9% |
| 6M | -33.1% | -4.4% | -28.6% | -32.9% |
| YTD | -17.3% | +33.4% | -50.8% | -26.1% |
| 1Y | -48.1% | +40.8% | -88.9% | -54.6% |
| 3Y | +154.2% | +3.2% | +151.0% | +143.2% |
| 5Y | +46.2% | +64.8% | -18.6% | +18.4% |
| 10Y | +554.5% | -16.6% | +571.1% | +392.5% |
| All | +554.5% | -15.8% | +570.4% | +392.5% |
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