+46.2%
MSTR vs SLB
+64.5%
-18.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.0% |
| 7D | -4.0% | -3.7% | -0.3% | -2.4% |
| 30D | -18.6% | +2.9% | -21.5% | -19.6% |
| 3M | +25.6% | +0.2% | +25.4% | +24.6% |
| 6M | -33.1% | -4.4% | -28.6% | -32.8% |
| YTD | -17.3% | +33.4% | -50.8% | -28.4% |
| 1Y | -48.1% | +40.8% | -88.9% | -56.2% |
| 3Y | +154.2% | +3.2% | +151.0% | +135.8% |
| 5Y | +46.2% | +64.8% | -18.6% | +8.1% |
| All | +46.2% | +64.5% | -18.3% | +8.1% |
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